Skip to content

Schedules Catalog

All documented subschedules across every form, down to schedule id, title and form applicability.

265 rows. Download the raw CSV from the repository.

form_codeschedule_idparttitledescriptionin_031in_041in_051statussource_url
FR Y-9CHIConsolidated Income StatementInterest income/expense, noninterest income/expense, provisions, taxes, net income (YTD); headed BHCK Amountcurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHI-AChanges in Holding Company Equity CapitalRoll-forward of total equity from beginning to end of period (net income, dividends, stock, OCI)currenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHI-BPart ICharge-Offs and Recoveries on Loans and LeasesCharge-offs and recoveries by loan/lease categorycurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHI-BPart IIChanges in Allowances for Credit LossesChanges in the allowance(s) for credit losses (ACL)currenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHI-CDisaggregated Data on the Allowance for Loan and Lease LossesALLL disaggregated by loan category x measurement method; applies only to institutions that have not adopted CECLcurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHCConsolidated Balance SheetAssets, liabilities, equity at period end (equity total = BHCT3210; total assets = BHCK/BHCT2170)currenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-BSecuritiesHeld-to-maturity and available-for-sale securities by type (amortized cost / fair value)currenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-CLoans and Lease Financing ReceivablesLoans and leases by category (RE, C&I, consumer, etc.), domestic vs consolidatedcurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-DTrading Assets and LiabilitiesTrading-book assets and liabilities by instrument; trading-activity-threshold filerscurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-EDeposit LiabilitiesDeposits by type and by domestic office (transaction vs nontransaction)currenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-FOther AssetsComponents of the other assets line on HCcurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-GOther LiabilitiesComponents of the other liabilities line on HCcurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-HInterest SensitivityRepricing/maturity buckets for interest-rate-sensitive assets and liabilitiescurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-IInsurance-Related Underwriting Activities (Including Reinsurance)Insurance underwriting / reinsurance activity detailcurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-KQuarterly AveragesQuarter-average balances for major balance-sheet categories (mix of BHCK / BHDM)currenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-LDerivatives and Off-Balance-Sheet ItemsNotional amounts and fair values of derivatives; unused commitments, guarantees, other OBScurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-MMemorandaMiscellaneous supplemental items (intangibles, related-party, captive insurance, etc.)currenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-NPast Due and Nonaccrual Loans, Leases, and Other AssetsDelinquency (30-89, 90+, nonaccrual) by asset categorycurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-PClosed-End 1-4 Family Residential Mortgage Banking ActivitiesOriginations, sales, repurchases, servicing of 1-4 family mortgages; mortgage-banking-threshold filerscurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-QFinancial Assets and Liabilities Measured at Fair ValueRecurring-basis fair-value measurements by Level 1/2/3currenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-RPart IRegulatory Capital - Components and RatiosRegulatory-capital components and ratios (CET1, Tier 1, Total, buffers, leverage); headed BHCA Amountcurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-RPart IIRegulatory Capital - Risk-Weighted AssetsRisk-weighted assets by exposure categorycurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-SServicing, Securitization, and Asset Sale ActivitiesSecuritization exposures, servicing assets, asset sales with recoursecurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9CHC-VVariable Interest EntitiesAssets and liabilities of consolidated VIEscurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9C20180930_f.pdf
FR Y-9LPPIParent Company Only Income StatementIncome and expense of the parent on an unconsolidated basis (YTD)currenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9LP20170630_i.pdf
FR Y-9LPPI-ACash Flow StatementParent-company statement of cash flowscurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9LP20170630_i.pdf
FR Y-9LPPCParent Company Only Balance SheetParent-only assets, liabilities, equity (incl. balances due to/from subsidiaries)currenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9LP20170630_i.pdf
FR Y-9LPPC-AInvestments in Subsidiaries and Associated CompaniesDetail of the parent's equity investments in, and advances to, subsidiaries/associated companiescurrenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9LP20170630_i.pdf
FR Y-9LPPC-BMemorandaSupplemental parent-company memoranda (incl. debt-maturity / intercompany items)currenthttps://www.federalreserve.gov/reportforms/forms/FR_Y-9LP20170630_i.pdf
FR Y-9SP(1)Income StatementParent-company income and expense (calendar-year-to-date); prefix BHSPcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-9SP
FR Y-9SP(2)Balance SheetParent-company assets, liabilities, equity; prefix BHSPcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-9SP
FR Y-9SP(3)MemorandaCash dividends/distributions and other supplemental itemscurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-9SP
FR Y-9SP(4)Notes to the Financial StatementsFree-text notes (TEXT items)currenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-9SP
FR Y-9ES(1)Statement of Changes in Net Assets Available for BenefitsYear's additions/deductions to plan net assets (calendar year); prefix ESOPcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-9ES
FR Y-9ES(2)Statement of Net Assets Available for BenefitsPlan assets and liabilities at year end; prefix ESOPcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-9ES
FR Y-9ES(3)MemorandaSponsoring employer, shares held, SOP 76-3 / SOP 93-6 indicator, etc.currenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-9ES
FR Y-9ES(4)Notes to the Financial StatementsFree-text notescurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-9ES
FR Y-9CSSupplement (no fixed schedules)Flexible supplement with no permanent lettered schedule structure; line items defined per collectionUNVERIFIEDhttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-9CS
Call ReportRIIncome StatementInterest income/expense, noninterest income/expense, gains/losses, net income - year-to-dateyesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRI-AChanges in (Bank) Equity CapitalReconciliation of beginning to ending equity capitalyesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRI-BPart ICharge-offs and Recoveries on Loans and LeasesCharge-offs/recoveries on loans and leasesyesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRI-BPart IIChanges in Allowances for Credit LossesChanges in allowances for credit losses (ACL/CECL)yesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRI-CDisaggregated Data on the Allowance for Loan and Lease LossesAllowance disaggregated by portfolio segment/measurement method; on 031/041 split into Part I (ALLL) + Part II (ACL); 051 carries a single non-split scheduleyesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRI-DIncome from Foreign OfficesInterest/noninterest income attributable to foreign offices (FFIEC 031 only)yesnonocurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRI-EExplanationsNarrative/itemized explanations of amounts reported elsewhere in RIyesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRCBalance SheetAssets, liabilities, and equity capital - the core balance sheetyesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-ACash and Balances Due from Depository InstitutionsCurrency/coin, balances due from banks (domestic and foreign), Federal Reserve balances; omitted from 051yesyesnocurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-BSecuritiesHTM and AFS securities by type (Treasuries, agency, MBS, ABS, etc.), amortized cost and fair valueyesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-CPart ILoans and Lease Financing ReceivablesLoans and leases by categoryyesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-CPart IILoans to Small Businesses and Small FarmsSmall-business and small-farm loans; generally reported in the June report (annual)yesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-DTrading Assets and LiabilitiesDetail of trading-account assets/liabilities at fair value; omitted from 051; threshold-triggered on 031/041yesyesnocurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-EDeposit LiabilitiesDeposits by type/holder; 031 splits into Part I (domestic) + Part II (foreign offices); 041/051 domestic onlyyesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-FOther AssetsAccrued interest receivable, deferred tax assets, equity securities without readily determinable FV, otheryesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-GOther LiabilitiesAccrued expenses, deferred tax liabilities, allowance for off-B/S credit exposures, otheryesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-HSelected Balance Sheet Items for Domestic OfficesDomestic-office balance-sheet detail carved out of the consolidated total (FFIEC 031 only)yesnonocurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-IAssets and Liabilities of IBFsBalance-sheet items of International Banking Facilities (FFIEC 031 only)yesnonocurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-KQuarterly AveragesQuarter-average balances for major asset/liability categoriesyesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-LDerivatives and Off-Balance-Sheet ItemsCommitments, guarantees, letters of credit, notional derivatives, etc.yesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-MMemorandaInsider extensions of credit, BOLI, brokered/reciprocal deposits, intangibles, other memorandayesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-NPast Due and Nonaccrual Loans, Leases, and Other AssetsDelinquency aging (30-89 days, 90+ days, nonaccrual) by categoryyesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-OOther Data for Deposit Insurance AssessmentsDeposit-insurance assessment base and components (FDIC)yesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-P1-4 Family Residential Mortgage Banking ActivitiesOriginations, sales, repurchases, servicing of 1-4 family mortgages; omitted from 051yesyesnocurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-QAssets and Liabilities Measured at Fair Value on a Recurring BasisFair-value hierarchy (Level 1/2/3) detail; omitted from 051; threshold-triggered on 031/041yesyesnocurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-RPart IRegulatory Capital - Components and RatiosRegulatory capital components and ratios (CET1, Tier 1, Total, leverage)yesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-RPart IIRegulatory Capital - Risk-Weighted AssetsRisk-weighted assets; uses RCOA/RCFA capital prefixesyesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-SServicing, Securitization, and Asset Sale ActivitiesSecuritization exposures, servicing, recourse/credit enhancement; omitted from 051yesyesnocurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-TFiduciary and Related ServicesTrust/fiduciary assets, accounts, income; frequency varies with fiduciary-activity sizeyesyesyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportRC-VVariable Interest EntitiesConsolidated VIE assets/liabilities; omitted from 051yesyesnocurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/FFIEC031_FFIEC041_202503_i.pdf
Call ReportSUSupplemental InformationStreamlined-form supplement: mostly yes/no triggers for complex/specialized activities (FFIEC 051 only)nonoyescurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/hv-051/FFIEC051_202412_i.pdf
FFIEC 101AAdvanced Approaches Regulatory CapitalCET1/AT1/Tier 2 components, regulatory adjustments and deductions, Basel III common-disclosure template, and the supplementary leverage ratio (SLR)currenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101BSummary Risk-Weighted Asset InformationSummary RWA by risk type; outstanding balances and aggregated risk-parameter drivers for credit-risk exposurescurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101CWholesale Exposures - CorporateA-IRB risk parameters (PD/LGD/EAD) and RWA for corporate exposurescurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101DWholesale Exposures - BankA-IRB parameters and RWA for bank exposurescurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101EWholesale Exposures - SovereignA-IRB parameters and RWA for sovereign exposurescurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101FWholesale Exposures - Income-Producing Real Estate (IPRE)A-IRB parameters and RWA for IPREcurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101GWholesale Exposures - High Volatility Commercial Real Estate (HVCRE)A-IRB parameters and RWA for HVCREcurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101HWholesale - Eligible Margin Loans/Repo-Style/OTC Derivatives and netting sets (part 1)Counterparty-exposure detail for EMLs/repo-style/OTC derivatives subject to a qualifying master netting agreementUNVERIFIEDhttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101IWholesale - Eligible Margin Loans/Repo-Style/OTC Derivatives (part 2)Continuation of the counterparty/netting wholesale groupUNVERIFIEDhttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101JWholesale - Combinations subject to qualifying master netting (part 3)Continuation of the counterparty/netting wholesale groupUNVERIFIEDhttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101KRetail Exposures - Residential Mortgage - Closed-end First LienA-IRB retail parameters and RWA, closed-end first-lien mortgagescurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101LRetail Exposures - Residential Mortgage - Closed-end Junior LienA-IRB retail parameters and RWA, closed-end junior-lien mortgagescurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101MRetail Exposures - Residential Mortgage - Revolving (HELOC)A-IRB retail parameters and RWA for revolving residential exposuresUNVERIFIEDhttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101NRetail Exposures - Qualifying Revolving Exposures (QRE)A-IRB parameters and RWA for qualifying revolving retail exposuresUNVERIFIEDhttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101ORetail Exposures - Other RetailA-IRB parameters and RWA for other retail exposurescurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101PSecuritization ExposuresSecuritization exposures and capital (ratings-based / internal-assessment / supervisory-formula approaches)currenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101QCleared TransactionsExposures to central counterparties / cleared transactions and associated RWAcurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101REquity ExposuresEquity exposures (simple risk-weight, full/partial internal-models approach) and equity exposures to investment fundscurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 101SOperational RiskHistorical operational losses, modeling inputs (scenarios, distribution assumptions, loss caps), and operational-risk RWA under AMAcurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec101
FFIEC 102§1VaR-Based MeasurePrevious-day VaR; 60-business-day average VaR; multiplication factor; VaR-based capital requirementcurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/ffiec102-report-form.pdf
FFIEC 102§2Stressed VaR-Based MeasureMost-recent stressed VaR; 60-day average stressed VaR; multiplication factor; stressed-VaR capital requirementcurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/ffiec102-report-form.pdf
FFIEC 102§3Specific Risk Add-OnsStandardized specific-risk capital for debt, securitization, correlation-trading, and equity positions not captured by modelscurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/ffiec102-report-form.pdf
FFIEC 102§4Incremental Risk Capital (IRC)Default and migration risk for non-securitization credit positionscurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/ffiec102-report-form.pdf
FFIEC 102§5Comprehensive Risk Measure (CRM)Modeled risk for the correlation-trading portfolio; standardized and advanced CRM with pre-/post-approval surcharge floorscurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/ffiec102-report-form.pdf
FFIEC 102§6Standardized Measurement Method / De Minimis PositionsStandardized specific-risk charge and de-minimis exposures excluded from modelscurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/ffiec102-report-form.pdf
FFIEC 102§7Market Risk Weighted AssetsTotal market-risk capital requirement x 12.5 = market RWAcurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/ffiec102-report-form.pdf
FFIEC 102§MMemoranda22 supplemental line items giving insight into trading-book risk profilecurrenthttps://www.ffiec.gov/sites/default/files/data/reporting-forms/ffiec102-report-form.pdf
FR Y-14AASummary9-quarter projections of income statement, balance sheet, capital, RWA, retail repurchase, AFS/HTM securities, PPNR, and embedded Trading and Counterparty worksheets across scenarioscurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14A
FR Y-14ABMacro ScenarioMacroeconomic variables for each projected period under supervisory and firm scenarios; includes the market-risk shockcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14A
FR Y-14ACRegulatory Capital Instruments (RCI)Projected issuances/redemptions and characteristics of capital instruments; filed in SCB and CCAR versionscurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14A
FR Y-14ADRegulatory CapitalProjected regulatory-capital components and ratios (CET1, Tier 1, Total, leverage, SLR) by quarter under each scenariocurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14A
FR Y-14AEOperational RiskProjected operational-risk losses by Basel event type; scenario analysiscurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14A
FR Y-14AFBusiness Plan ChangesEffects of material business-plan changes (M&A, divestitures, capital actions) on projectionscurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14A
FR Y-14QARetailSegment-level retail loan data for portfolios not collected monthly on FR Y-14Mcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q
FR Y-14QBSecuritiesSecurity-level (CUSIP) detail: par/amortized cost, fair value, AFS/HTM, duration, ratingcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q
FR Y-14QCRegulatory Capital InstrumentsCapital-instrument inventory and quarterly issuances/repurchases/redemptionscurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q
FR Y-14QDRegulatory CapitalCurrent-period regulatory-capital components and ratios (CET1/Tier1/Total/leverage/SLR)currenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q
FR Y-14QEOperational RiskQuarterly operational-loss events and loss history by Basel event typecurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q
FR Y-14QFTradingPosition/risk detail for trading book; trading revenue by asset class; VaR/stressed-VaR; private-equity componentcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q
FR Y-14QGPPNRPre-provision net revenue detail: net interest income, fee income, expense components; PPNR projection metricscurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q
FR Y-14QHWholesaleLoan-level wholesale credit data (H.1 Corporate Loan; H.2 Commercial Real Estate)currenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q
FR Y-14QJRetail Fair Value Option / Held-for-Sale (FVO/HFS)Retail loans carried at fair-value-option or held-for-salecurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q
FR Y-14QKSupplementalAdditional/supplemental data items supporting stress projectionscurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q
FR Y-14QLCounterpartyTop-counterparty exposures, EAD, derivatives/SFT/lending components, CVA, wrong-way riskcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q
FR Y-14QMBalancesSummary balance-sheet/aggregate position data reconciling the granular schedulescurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q
FR Y-14MADomestic First Lien Closed-end 1-4 Family Residential LoanLoan-level first-lien mortgage data: UPB, FICO, LTV, DTI, rate, performance/delinquencycurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14M
FR Y-14MBDomestic Home Equity Loan and Home Equity LineLoan-level HELOAN/HELOC data: credit limit, utilization, FICO, LTV, performancecurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14M
FR Y-14MCAddress Matching Loan-Level Data CollectionProperty-address data used to match/dedupe loans across reporterscurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14M
FR Y-14MDDomestic Credit Card Data CollectionAccount-level credit-card data: credit limit, balance, FICO, utilization, performancecurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14M
FR Y-15ASize IndicatorTotal exposures (leverage-ratio exposure measure) - the size componentcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-15
FR Y-15BInterconnectedness IndicatorsIntra-financial-system assets and liabilities; securities outstandingcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-15
FR Y-15CSubstitutability IndicatorsPayments activity, assets under custody, underwriting, and trading-volume indicatorscurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-15
FR Y-15DComplexity IndicatorsOTC derivatives notional, trading and AFS securities (incl. Level 3), and HFT/AFS adjusted valuescurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-15
FR Y-15ECross-Jurisdictional Activity IndicatorsCross-jurisdictional claims and liabilities (ultimate-risk and immediate-counterparty bases); ties to FFIEC 009currenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-15
FR Y-15FAncillary IndicatorsAdditional monitoring indicators (total liabilities, retail funding, net/gross revenue, foreign net revenue, number of jurisdictions)currenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-15
FR Y-15GShort-Term Wholesale Funding (STWF) IndicatorWeighted short-term wholesale funding amount used in the US method-2 G-SIB surchargecurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-15
FR 2052aI.AInflows - AssetsUnencumbered assets / asset cash inflows (incl. HQLA-eligible securities, maturing assets)currenthttps://www.federalreserve.gov/reportforms/forms/FR_2052a20220429_f.pdf
FR 2052aI.SInflows - SecuredSecured lending inflows: reverse repo, securities borrowing, margin lending (by collateral class)currenthttps://www.federalreserve.gov/reportforms/forms/FR_2052a20220429_f.pdf
FR 2052aI.UInflows - UnsecuredUnsecured lending inflows: fed funds sold, interbank loans, loan cash flows, receivablescurrenthttps://www.federalreserve.gov/reportforms/forms/FR_2052a20220429_f.pdf
FR 2052aI.OInflows - OtherOther inflows, incl. derivative/collateral inflows and other contractual receiptscurrenthttps://www.federalreserve.gov/reportforms/forms/FR_2052a20220429_f.pdf
FR 2052aO.DOutflows - DepositsDeposit outflows by type (stable/less-stable retail, operational, non-operational) with run-off treatmentcurrenthttps://www.federalreserve.gov/reportforms/forms/FR_2052a20220429_f.pdf
FR 2052aO.SOutflows - SecuredSecured funding outflows: repo, securities lending, other collateralized borrowingcurrenthttps://www.federalreserve.gov/reportforms/forms/FR_2052a20220429_f.pdf
FR 2052aO.WOutflows - WholesaleUnsecured wholesale funding: CP, MTNs, FHLB advances, non-op FI/corporate depositscurrenthttps://www.federalreserve.gov/reportforms/forms/FR_2052a20220429_f.pdf
FR 2052aO.OOutflows - OtherOther outflows: undrawn commitments/liquidity facilities, derivative outflows, margin/rating-trigger calls, trade financecurrenthttps://www.federalreserve.gov/reportforms/forms/FR_2052a20220429_f.pdf
FR 2052aS.ISupplemental - InformationalFunding available for transfer, other informational itemscurrenthttps://www.federalreserve.gov/reportforms/forms/FR_2052a20220429_f.pdf
FR 2052aS.DCSupplemental - Derivatives and CollateralDerivatives and collateral detail (posted/received, rehypothecation)currenthttps://www.federalreserve.gov/reportforms/forms/FR_2052a20220429_f.pdf
FR 2052aS.FXSupplemental - Foreign ExchangeFX spot, forwards/futures, and swapscurrenthttps://www.federalreserve.gov/reportforms/forms/FR_2052a20220429_f.pdf
FR 2052aS.BSupplemental - Balance SheetBalance-sheet items for NSFR ASF/RSF calculationcurrenthttps://www.federalreserve.gov/reportforms/forms/FR_2052a20220429_f.pdf
FR 2052aS.LSupplemental - Liquidity Risk Measurement (LRM)Liquidity-risk-measurement items (e.g. wholesale-funding metrics); exact label UNVERIFIEDUNVERIFIEDhttps://www.federalreserve.gov/reportforms/forms/FR_2052a20220429_f.pdf
Pillar 3OVAOverview of risk managementQualitative risk-management approach (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3KM1Key metricsCapital, RWA, leverage, LCR, NSFR headline ratioscurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3KM2Key metrics - TLACTLAC ratios/leverage for G-SIB resolution groupscurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3OV1Overview of RWARWA and minimum capital by risk typecurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3LI1Differences between accounting and regulatory scopes of consolidationMaps financial-statement categories to regulatory risk categoriescurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3LI2Main sources of differences (regulatory exposure vs carrying values)Reconciliation of exposure amountscurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3LIAExplanations of differences between accounting and regulatory exposure amountsQualitative (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3PV1Prudent valuation adjustmentsPVA by asset classcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CC1Composition of regulatory capitalLine-by-line CET1/AT1/Tier 2 and deductionscurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CC2Reconciliation of regulatory capital to balance sheetStep-2 reconciliation to published balance sheetcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CCAMain features of regulatory capital instrumentsInstrument-by-instrument key terms (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CDCCapital distribution constraintsBuffer/distribution-constraint disclosurecurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3TLAC1TLAC composition (resolution group)TLAC resources for G-SIBs; exact inclusion by jurisdiction UNVERIFIEDUNVERIFIEDhttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3TLAC2Creditor ranking - subordinated TLACEntity-level subordinated instrument ranking; G-SIB onlyUNVERIFIEDhttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3TLAC3Creditor ranking - resolution entityResolution-entity instrument ranking; G-SIB onlyUNVERIFIEDhttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3GSIB1G-SIB indicatorsThe 12 systemic indicators used for G-SIB scoring; parallels FR Y-15currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CCyB1Geographical distribution of credit exposures (countercyclical buffer)Private-sector credit exposures by jurisdiction for CCyBcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3LR1Summary comparison of accounting assets vs leverage-ratio exposureReconciliation to leverage exposure measurecurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3LR2Leverage ratio common disclosureLeverage-ratio components and ratiocurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3LIQALiquidity risk managementQualitative liquidity framework (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3LIQ1Liquidity Coverage Ratio (LCR)HQLA, outflows, inflows, LCR; fed by FR 2052acurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3LIQ2Net Stable Funding Ratio (NSFR)ASF, RSF, NSFR; fed by FR 2052acurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CRAGeneral qualitative information about credit riskQualitative (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CR1Credit quality of exposuresDefaulted/non-defaulted exposures, allowances, net valuescurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CR2Changes in defaulted loans and debt securitiesFlow of defaulted exposurescurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CRBAdditional disclosure related to credit quality of assetsQualitative (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CRB-AAdditional disclosure - prudential treatment of problem assetsQualitative (Table); added in d455currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CRCQualitative disclosures - credit risk mitigation (CRM)Qualitative (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CR3Credit risk mitigation techniques - overviewSecured/unsecured, collateral, guarantees, credit derivativescurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CRDQualitative disclosures - use of ECAI ratings (standardized)Qualitative (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CR4Standardized approach - credit-risk exposure and CRM effectsPre/post-CRM exposure and RWAcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CR5Standardized approach - exposures by asset class and risk weightExposures by asset class and risk weightcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CREQualitative disclosures - IRB modelsQualitative (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CR6IRB - credit-risk exposures by portfolio and PD rangePD/LGD/EAD/RWA by gradecurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CR7IRB - effect on RWA of credit derivatives used as CRMEffect on RWA of credit derivatives used as CRMcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CR8RWA flow statement - IRB credit-risk exposuresRWA flow statement for IRB credit-risk exposurescurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CR9IRB - back-testing of PD per portfolioBack-testing of PD per portfoliocurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CR10IRB - specialized lending (supervisory slotting)Specialized lending under supervisory slottingcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CCRAQualitative disclosures - counterparty credit risk (CCR)Qualitative (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CCR1Analysis of CCR exposure by approachRC, PFE, EAD, RWAcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CCR2CVA capital chargeCVA risk capital; in d455 disclosed via CVA1-CVA4, retained from d400currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CCR3Standardized approach - CCR exposures by asset class and risk weightCCR exposures by asset class and risk weightcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CCR4IRB - CCR exposures by portfolio and PD rangeCCR exposures by portfolio and PD rangecurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CCR5Composition of collateral for CCR exposuresComposition of collateral for CCR exposurescurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CCR6Credit derivatives exposuresProtection bought/sold, notionalcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CCR7RWA flow statement - CCR under IMMRWA flow statement for CCR under IMMcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CCR8Exposures to central counterparties (CCPs)QCCP/non-QCCP, default-fundcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CVAAGeneral qualitative disclosures - CVA riskQualitative (Table); d455 (FRTB-CVA)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CVA1Reduced basic approach for CVA (BA-CVA)Reduced BA-CVA; d455currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CVA2Full basic approach for CVA (BA-CVA)Full BA-CVA; d455currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CVABQualitative disclosures - banks using SA-CVAQualitative (Table); d455currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CVA3Standardized approach for CVA (SA-CVA)SA-CVA; d455currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CVA4RWA flow statement - CVA under SA-CVARWA flow statement for CVA under SA-CVA; d455currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3SECAQualitative disclosures - securitizationQualitative (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3SEC1Securitization exposures in the banking bookSecuritization exposures in the banking bookcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3SEC2Securitization exposures in the trading bookSecuritization exposures in the trading bookcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3SEC3Securitization exposures (banking book) and capital - bank as originatorSecuritization exposures and capital, bank as originatorcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3SEC4Securitization exposures (banking book) and capital - bank as investorSecuritization exposures and capital, bank as investorcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3MRAQualitative disclosures - market riskQualitative (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3MRBAdditional qualitative disclosures - banks using the internal models approach (IMA)Qualitative (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3MR1Market risk under the standardized approachCapital/RWA by risk class (FRTB-revised); pre-FRTB MR1 = STM componentscurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3MR2Market risk under IMA (RWA flow statement)IMA RWA movementscurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3MR3IMA values for trading portfoliosVaR/sVaR/IRC/CRM max/min/avgcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3MR4Comparison of VaR estimates with gains/losses (backtesting)Model validation / exceptions (pre-FRTB framework)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3ORAGeneral qualitative information - operational-risk frameworkQualitative (Table); d455currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3OR1Historical lossesAggregate annual operational losses; d455 (SA for op-risk)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3OR2Business indicator and subcomponentsBI / ILM inputs; d455currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3OR3Minimum required operational-risk capitalOp-risk capital requirement; d455currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3IRRBBAInterest rate risk in the banking book - objectives and policiesQualitative (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3IRRBB1Quantitative information on IRRBBDelta-EVE / delta-NII under shockscurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3REMARemuneration policyQualitative (Table)currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3REM1Remuneration awarded during the financial yearFixed/variable, by staff groupcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3REM2Special paymentsGuaranteed bonuses, sign-on, severancecurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3REM3Deferred remunerationVested/unvested, paid-outcurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3ENCAsset encumbranceEncumbered vs unencumbered assetscurrenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CMS1Comparison of modelled and standardized RWA (full standardized)Output-floor comparison; d455currenthttps://www.bis.org/bcbs/publ/d455.pdf
Pillar 3CMS2Comparison of modelled and standardized RWA for credit risk by asset classOutput-floor comparison by asset class; d455currenthttps://www.bis.org/bcbs/publ/d455.pdf
FFIEC 002RALAssets and LiabilitiesSummary balance sheet of the reporting branch/agency; nets due-from/due-to related institutionscurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec002
FFIEC 002ACash and Balances Due from Depository InstitutionsCash and interbank balances; IBF detail reported separatelycurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec002
FFIEC 002CLoansLoans by type (Part I Loans and Leases; Part II Loans to Small Businesses and Small Farms, completed annually as of June 30); IBF detail reported separatelycurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec002
FFIEC 002EDeposit Liabilities and Credit BalancesDeposits and credit balances; IBF detail reported separatelycurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec002
FFIEC 002KQuarterly AveragesAverage daily (or weekly) balances for the quartercurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec002
FFIEC 002LDerivatives and Off-Balance-Sheet ItemsCommitments, contingencies, derivative contractscurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec002
FFIEC 002MDue from / Due to Related Institutions in the U.S. and in Foreign CountriesClaims on and liabilities to the foreign-bank head office and other related institutions (Part I claims, Part II liabilities)currenthttps://www.ffiec.gov/resources/reporting-forms/ffiec002
FFIEC 002NPast Due, Nonaccrual, and Restructured LoansAsset-quality detailcurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec002
FFIEC 002OOther Data for Deposit Insurance AssessmentsItems supporting FDIC assessment (insured branches)currenthttps://www.ffiec.gov/resources/reporting-forms/ffiec002
FFIEC 002POther Borrowed MoneyBorrowings detailcurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec002
FFIEC 002S002SReport of a Non-U.S. Branch Managed or Controlled by a U.S. Branch or AgencyAssets and liabilities of each non-US branch the reporting US branch/agency manages or controlscurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec002s
FFIEC 009CPart IClaims by country (immediate-counterparty basis with redistribution to ultimate-risk basis)Cross-border and foreign-office claims on foreign residents by counterparty country and sector (bank/public/other)currenthttps://www.ffiec.gov/resources/reporting-forms/ffiec009
FFIEC 009CPart IIClaims on a Guarantor BasisClaims restated to the country of the guarantor/collateral (ultimate-risk basis), plus memorandum itemscurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec009
FFIEC 0091/1.aForeign-Office Liabilities by Country of Foreign Office and by Country of CreditorLiabilities of foreign offices, with memorandum itemscurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec009
FFIEC 0092Derivatives and foreign-office detailPositive fair value of derivative contracts; claims on related foreign branches; foreign-office claims on local residents and liabilitiescurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec009
FFIEC 009aPart ACountry exposures meeting the disclosure thresholdPer-country amounts where exposure > 1% of assets or 20% of capitalcurrenthttps://www.ffiec.gov/resources/reporting-forms/ffiec009
FFIEC 009aPart BList of additional countries (lower band)Countries with exposure 0.75-1% of assets or 15-20% of capital (names only)currenthttps://www.ffiec.gov/resources/reporting-forms/ffiec009
FR Y-7NBSBalance SheetAssets, liabilities, equity of the nonbank subsidiarycurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-7NFR_Y-7NS
FR Y-7NBS-ALoans and Lease Financing ReceivablesLoan/lease detailcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-7NFR_Y-7NS
FR Y-7NBS-MMemorandaOff-balance-sheet and other memoranda itemscurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-7NFR_Y-7NS
FR Y-7NISIncome StatementCalendar year-to-date income statementcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-7NFR_Y-7NS
FR Y-7NIS-AChanges in Equity CapitalEquity roll-forwardcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-7NFR_Y-7NS
FR Y-7NIS-BChanges in Allowance for Credit LossesCharge-offs, recoveries, provisioncurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-7NFR_Y-7NS
FR Y-11BSBalance SheetAssets, liabilities, equity of the nonbank subsidiarycurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-11FR_Y-11S
FR Y-11BS-ALoans and Lease Financing ReceivablesLoan/lease detailcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-11FR_Y-11S
FR Y-11BS-MMemorandaOff-balance-sheet and other memoranda itemscurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-11FR_Y-11S
FR Y-11ISIncome StatementRevenue, expense, net income (calendar year-to-date)currenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-11FR_Y-11S
FR Y-11IS-AChanges in Equity CapitalEquity roll-forwardcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-11FR_Y-11S
FR Y-11IS-BChanges in Allowance for Credit LossesCharge-offs, recoveries, provision (retitled from ALLL under CECL)currenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-11FR_Y-11S
FR Y-121Type of InvestmentsInvestments by investment type/authoritycurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-12
FR Y-122Type of SecurityInvestments by type of security heldcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-12
FR Y-123Type of Entity within the Banking OrganizationInvestments by holding entity within the organizationcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-12
FR Y-124Nonfinancial Investment Transactions During the Reporting PeriodAcquisitions/dispositions during the periodcurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-12
FR Y-101BankingAcquisition/establishment/change in a bank or bank-like entitycurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-10
FR Y-102Savings and Loan Holding CompanyEvents for SLHC reporters and their thrift interestscurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-10
FR Y-103NonbankingInterests in nonbanking companiescurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-10
FR Y-104MergerMergers/consolidations within the reporter's structurecurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-10
FR Y-1054(k)Financial-holding-company activities/investments under BHC Act 4(k)currenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-10
FR Y-106Domestic BranchOpening/closing/relocation of domestic depository branchescurrenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-10
FR Y-107Foreign Branches of U.S. Banking OrganizationsForeign branches of member banks, Edge/agreement corps, BHCs, foreign subs (successor to FR 2058)currenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-10
FR Y-108Branch, Agency, and Representative OfficeUS branch/agency/representative-office events of FBOs (successor to FR Y-10F detail)currenthttps://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-10
NCUA 5300FSStatement of Financial ConditionBalance sheet (assets, liabilities, equity)currenthttps://ncua.gov/files/publications/regulations/call-report-form-march-2025.pdf
NCUA 5300ISStatement of Income and ExpenseIncome statementcurrenthttps://ncua.gov/files/publications/regulations/call-report-form-march-2025.pdf
NCUA 5300ASchedule A - LoansOutstanding loans and YTD grants; delinquent loans; charge-offs/recoveries; other loan info; indirect loans; loans purchased/sold; 1-4 family residential RE; commercial loanscurrenthttps://ncua.gov/files/publications/regulations/call-report-form-march-2025.pdf
NCUA 5300BSchedule B - InvestmentsInvestments and securities (sections 1-4)currenthttps://ncua.gov/files/publications/regulations/call-report-form-march-2025.pdf
NCUA 5300CSchedule C - LiquidityLiquidity (sections 1-5)currenthttps://ncua.gov/files/publications/regulations/call-report-form-march-2025.pdf
NCUA 5300DSchedule D - Member/Deposit (Shares)Member / deposit (shares) data (sections 1-3)currenthttps://ncua.gov/files/publications/regulations/call-report-form-march-2025.pdf
NCUA 5300GSchedule G - PCA Net-Worth CalculationPrompt-corrective-action net-worth calculationcurrenthttps://ncua.gov/files/publications/regulations/call-report-form-march-2025.pdf
NCUA 5300HSchedule H - Complex Credit-Union Leverage RatioComplex credit-union leverage ratiocurrenthttps://ncua.gov/files/publications/regulations/call-report-form-march-2025.pdf
NCUA 5300ISchedule I - Risk-Based Capital RatioRisk-based capital ratio calculationcurrenthttps://ncua.gov/files/publications/regulations/call-report-form-march-2025.pdf