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AAAT is a Confidential Series

MDRM Item Start Date End Date Item Name Reporting Forms
AAATJ156 2008-03-31 2010-12-31 TOTAL EQUITY CAPITAL SAVINGS ASSOCIATIONS FFIEC 101
AAATJ157 2008-03-31 2010-12-31 INVESTMENTS IN AND LOANS TO NONINCLUDABLE SUBSIDIARIES FFIEC 101
AAATJ158 2008-03-31 2010-12-31 GOODWILL AND CERTAIN OTHER INTANGIBLE ASSETS FFIEC 101
AAATJ159 2008-03-31 2010-12-31 DISALLOWED SERVICING ASSETS, DISALLOWED DEFERRED TAX ASSETS, AND OTHER DISALLOWED ASSETS FFIEC 101
AAATJ160 2008-03-31 2010-12-31 LESS: SHORTFALL OF ELIGIBLE CREDIT RESERVES BELOW TOTAL EXPECTED CREDIT LOSSES (50 PCT OF THE SHORTFALL PLUS ANY TIER 2 CARRYOVER) FFIEC 101
AAATJ161 2008-03-31 2010-12-31 LESS: GAIN-ON-SALE ASSOCIATED WITH SECURITIZATION EXPOSURES FFIEC 101
AAATJ162 2008-03-31 2010-12-31 LESS CERTAIN FAILED CAPITAL MARKETS TRANSACTIONS (50 PERCENT OF DEDUCTIONS PLUS ANY TIER 2 CARRYOVER) FFIEC 101
AAATJ163 2008-03-31 2010-12-31 LESS: OTHER SECURITIZATION DEDUCTIONS (50 PERCENT OF DEDUCTIONS PLUS ANY TIER 2 CARRYOVER) FFIEC 101
AAATJ164 2008-03-31 2010-12-31 OTHER DEDUCTIONS TO TIER 1 CAPITAL SAVINGS ASSOCIATIONS FFIEC 101
AAATJ165 2008-03-31 2010-12-31 ACCUMULATED LOSSES (GAINS) ON CERTAIN AVAILABLE-FOR-SALE SECURITIES AND CASH FLOW HEDGES, NET OF TAXES. FFIEC 101
AAATJ166 2008-03-31 2010-12-31 INTANGIBLE ASSETS FFIEC 101
AAATJ167 2008-03-31 2010-12-31 MINORITY INTEREST IN INCLUDABLE CONSOLIDATED SUBSIDIARIES INCLUDING REIT PREFERRED STOCK REPORTED AS A BORROWING FFIEC 101
AAATJ168 2008-03-31 2010-12-31 OTHER ADDITIONS TO TIER 1 CAPITAL SAVINGS ASSOCIATIONS FFIEC 101
AAATJ169 2008-03-31 2010-12-31 TIER 1 CAPITAL FFIEC 101
AAATJ170 2008-03-31 2010-12-31 UNREALIZED GAINS ON AVAILABLE-FOR-SALE EQUITY SECURITIES FFIEC 101
AAATJ171 2008-03-31 2010-12-31 SUBORDINATED DEBT AND REDEEMABLE PREFERRED STOCK FFIEC 101
AAATJ172 2008-03-31 2010-12-31 OTHER EQUITY INSTRUMENTS FFIEC 101
AAATJ173 2008-03-31 2010-12-31 TIER 2 CAPITAL - EXCESS OF ELIGIBLE CREDIT RESERVES OVER TOTAL EXPECTED CREDIT LOSSES (UP TO 0.60 PERCENT OF CREDIT RISK-WEIGHTED ASSETS) FFIEC 101
AAATJ174 2008-03-31 2010-12-31 OTHER - TIER 2 SAVINGS ASSOCIATIONS FFIEC 101
AAATJ175 2008-03-31 2010-12-31 LESS: SHORTFALL OF ELIGIBLE CREDIT RESERVES BELOW TOTAL EXPECTED CREDIT LOSSES (UP TO THE LOWER OF 50 PERCENT OF THE SHORTFALL OR AMOUNT OF TIER 2 CAPITAL). FFIEC 101
AAATJ176 2008-03-31 2010-12-31 LESS: CERTAIN FAILED CAPITAL MARKETS TRANSACTIONS (UP TO THE LOWER OF 50 PERCENT OF DEDUCTIONS FROM SUCH FAILED TRANSACTIONS OR AMOUNT OF TIER 2 CAPITAL). FFIEC 101
AAATJ177 2008-03-31 2010-12-31 LESS: OTHER SECURITIZATION DEDUCTIONS (UP TO THE LOWER OF 50 PERCENT OF DEDUCTIONS OR AMOUNT OF TIER 2 CAPITAL). FFIEC 101
AAATJ178 2008-03-31 2010-12-31 TIER 2 CAPITAL FFIEC 101
AAATJ179 2008-03-31 2010-12-31 ALLOWABLE TIER 2 CAPITAL FFIEC 101
AAATJ180 2008-03-31 2010-12-31 TIER 3 CAPITAL ALLOCATED FOR MARKET RISK [PROPOSED]. FFIEC 101
AAATJ181 2008-03-31 2010-12-31 EQUITY INVESTMENTS AND OTHER ASSETS REQUIRED TO BE DEDUCTED FFIEC 101
AAATJ182 2008-03-31 2010-12-31 TOTAL RISK-BASED CAPITAL FFIEC 101
AAATJ183 2008-03-31 2010-12-31 ELIGIBLE CREDIT RESERVES. FFIEC 101
AAATJ184 2008-03-31 2010-12-31 TOTAL EXPECTED CREDIT LOSSES FFIEC 101
AAATJ185 2008-03-31 2010-12-31 TOTAL RISK-WEIGHTED ASSETS FFIEC 101
AAATJ186 2008-03-31 2010-12-31 TOTAL RISK-BASED CAPITAL RATIO FFIEC 101
AAATJ187 2008-03-31 2010-12-31 TIER 1 RISK-BASED CAPITAL RATIO FFIEC 101

Glossary File:
Banks and bank holding companies must report risk-based capital numerator and ratio items on Schedule A - Advanced Risk Based Capital (Calculation of Numerator and Ratios for Banks and Bank Holding Companies).

Definitions. Apply the definitions provided in the final rule for the following terms: (1) eligible credit reserves; (2) expected credit losses (ECL); (3) gain-on-sale; (4) credit risk weighted assets; (5) tier 1 capital; (6) tier 2 capital; (7) total risk-weighted assets; and (8) total qualifying capital.

Tier 2 carryover is any amount deductible from tier 2 capital that exceeds the banking organization's actual tier 2 capital.

Schedule R for purposes of these reporting instructions refers to Schedule RC-R of the FFIEC 031 and 041 bank Call Report, and Schedule HC-R of the BHC FR Y-9C report.

Savings associations should report risk-based capital numerator and ratio information on Schedule A - ADVANCED RISK-BASED CAPITAL (Calculation of Numerator and Ratios for Savings Associations). Banks and bank holding companies must report risk-based capital numerator and ratio items on Schedule A - Advanced Risk Based Capital (Calculation of Numerator and Ratios for Banks and Bank Holding Companies). See Part 1 of this section for instructions to this schedule.

General Instructions

Definitions. Apply the definitions provided in the final rule for the following terms: (1) eligible credit reserves; (2) expected credit losses; (3) tier 2 carryover; (4) gain-on-sale; (5) credit risk weighted assets; (6) tier 1 capital; (7) tier 2 capital; (8) total risk-weighted assets; and (9) total qualifying capital.

FFIEC 101 Schedule and Mnemonic Summary

Schedule A Part 1          AAAB          ADVANCED RISK-BASED CAPITAL Part 1: Risk-Based Capital Numerator and Ratios for Banks and Bank Holding Companies

Schedule A Part 2          AAAT          ADVANCED RISK-BASED CAPITAL Part 2: Risk-Based Capital Numerator and Ratios for Savings Associations

Schedule B           AABX          Summary Risk-Weighted Asset Information for Banks Approved to Use Advanced Internal Ratings-Based and Advanced Measurement Approaches for Regulatory Capital Purposes

Schedule C          AACX          Wholesale Exposure - Corporate
Schedule D          AADX          Wholesale Exposure - Bank
Schedule E          AAEX          Wholesale Exposure - Soverign
Schedule F          AAFX          Wholesale Exposure - Income Producing Real Estate (IPRE)
Schedule G          AAGX          Wholesale Exposure - High Volatility Commercial Real Estate (HVCRE)
Schedule H          AAHX          Wholesale Exposure - Eligible Margin Loans, Repo-Style Transactions and OTC Derivatives WITH CROSS-PRODUCT NETTING
Schedule I          AAIX          Wholesale Exposure - Eligible Margin Loans, Repo-Style Transactions No CROSS-PRODUCT NETTING
Schedule J          AAJX          Wholesale Exposure - OTC Derivatives; No CROSS-PRODUCT NETTING
Schedule K          AAKX          Retail Exposure - Residential Mortgage - Closed-end First Lien Exposures
Schedule L          AALX          Retail Exposure - Residential Mortgage - Closed-end Junior Lien Exposures
Schedule M          AAMX          Retail Exposure - Residential Mortgage - Revolving Exposures
Schedule N          AANX          Retail Exposure - Residential Mortgage - Qualifying Revolving Exposures
Schedule O          AAOX          Retail Exposure - Residential Mortgage - Other Retail Exposures
Schedule P          AAPX          Securitization Exposures Subject to the Ratings-Based or Internal Assessment Approaches
Schedule Q          AAQX          Securitization Detail Schedule
Schedule R          AARX          Equity Exposures
Schedule S          AASA          Operational Risk

AACX - Report all Wholesale Exposures - Corporate, which include all wholesale exposures as defined in the final rule, except those which are to be specifically included in the Wholesale Exposures - Bank (Schedule D), Wholesale Exposures - Sovereign (Schedule E), Wholesale Exposures - Income Producing Real Estate (Schedule F), Wholesale Exposures - High Volatility Commercial Real Estate (Schedule G), or Wholesale - Exposures - Eligible Margin Loans, Repo-Style Transactions, or OTC Derivatives (Schedules H through I). Include in this schedule government-related entities whose exposures do not have the full faith and credit support of a sovereign such as the Federal Home Loan Bank or the Federal Agricultural Mortgage Corporation.   

AADX - Report all Wholesale Exposures - Bank. For this schedule, Bank includes the following entities: (1) banks and depository institutions as defined in the Glossary of the Reports of Condition and Income under the following headings: Banks, U.S. and Foreign; and Depository Institutions in the U.S.; (2) securities firms; and (3) multi-lateral development banks that do not have full faith and credit backing of sovereign entities.   

AAEX - Report all Wholesale Exposures - Sovereign (Sovereign exposures)   

AAFX - IPRE includes exposures that finance the acquisition, development, or construction (ADC) of one-to-four family residential properties, or commercial real estate projects that are not defined as HVCRE as well as permanent financing of commercial real estate and apartment buildings.   

AAGX - Report all Wholesale Exposures - High Volatility Commercial Real Estate (HVCRE)   

AAHX - Report all eligible margin loans, repo-style transactions and OTC derivatives positions that are subject to a qualifying cross-product master netting agreement. Exposures that are not covered by qualifying cross-product master netting agreements are reported separately.   

AAIX - Report all eligible margin loans and repo-style transactions that are NOT subject to a qualifying cross-product master netting agreement.   

AAJX - Report all OTC derivative positions which are NOT subject to a qualifying cross-product master netting agreement.   

AAKX - Report all residential mortgage exposures that (1) are secured by first liens, and (2) are not revolving.   

AALX - Report all residential mortgage exposures that (1) are secured by liens subordinate to any other lien, and (2) are not revolving.   

AAMX - Report all residential mortgage exposures that are revolving.

AANX - Report all qualifying revolving exposures.

AAOX - Report other retail exposures

Advanced Approaches Regulatory Capital
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Last update: Oct 05, 2026