Data Dictionary
Item Number 1395
TIER 3 CAPITAL ALLOCATED FOR MARKET RISKCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| AAAB1395 | 2008-03-31 | 2013-12-31 | Yes | FFIEC 101 |
| BAGR1395 | 2001-03-31 | 2013-03-31 | No | |
| BHCK1395 | 1998-03-31 | 2013-03-31 | No | FR Y-9C |
| RCFD1395 | 1998-03-31 | 2013-03-31 | No | FFIEC 031 |
| RCON1395 | 1998-03-31 | 2013-03-31 | No | Multiple Forms |
| UBPR1395 | 1998-03-31 | 2013-03-31 | No |
Data Description:
NOTE:
FFIEC 101 -- Report in this item the amount reported on Schedule R of the bank Call Report (FFIEC 031 or 041) or the BHC FR Y-9C
Reported in Schedule HC-R for the FR Y-9C (BHCK) report.
Prior to 3/31/01, reported in Schedule HC-I, Part III for the FR Y-9C report. Also reported on a consolidated basis only by the top-tier bank holding company when the total consolidated assets of the company are $150 million or more.
To be completed only by banks that file the FFIEC 031 or 032 report forms.
Includes the amount of the bank's Tier 3 capital allocated for market risk. This item is only applicable to banks that are subject to the market risk capital guidelines. The amount reported in this item may only be used to satisfy the bank's market risk capital requirement and may not be used to support credit risk. The sum of the amount reported in this item and the amount reported in Schedule RC-R, item 3.a.(2) 8275, 'Tier 2 capital," must be less than or equal to the amount reported in Schedule RC-R, item 3.a.(1) 8274, "Tier 1 capital." In addition, Tier 3 capital allocated for market risk plus Tier 2 capital allocated for market risk are limited to 71.4 percent of a bank's measure for market risk.
For the "BHCK" series, report the amount of the bank holding company's Tier 3 capital allocated market risk. This item is only applicable to bank holding companies that are subject to the market risk capital guidelines as discussed in the general instructions for Schedule HC-I (see "Market Risk Capital Guidelines" at the end of the general instructions for Schedule HC-I). Bank holding companies that are not subject to the market risk guidelines or do not have any Tier 3 should report zero in this item.
The amount reported in this item may only be used to satisfy the bank holding company's market risk capital requirement and may not be used to support credit risk. The sum of the amount reported in this item and the amount reported in Schedule HC-I, Part III, item 1(b), "Tier 2 capital," must be less than or equal to the amount reported in Schedule HC-I, Part III, item 1(a), "Tier 1 capital." In addition, Tier 3 capital allocated for market risk plus Tier 2 capital allocated for market risk are limited to 71.4 percent of a bank holding company's measure for market risk. The amount of Tier 3 capital that should be reported in this item is the amount that is calculated in Section 3.b, item 3, of the "Optional Worksheet to Compute Risk-Based Capital Ratios for the Consolidated Bank Holding Company" that has been provided with the FR Y-9C instructions for guidance in determining the Tier 3 capital amount.
Reported in Schedule RC-R for the FFIEC 031 and 032 reports.
For the UBPR series, the FDIC's Data Element name is H-TIER3CAP
This variable is used by the FDIC and OCC in the process to generate the UBPR in the Central Data Repository (CDR). The Board does NOT store this MDRM within the UBPR series tables in the Board's Financial Data Repository (FDR).
BAGR Original Variable name: T3CAP Formula:
T3CAP=IF DT ge 20010331 THEN T3CAP = RCFD1395/1000;