The Capital Assessments and Stress Testing information collection (FR Y-14) consists of the FR Y-14A, Q, and M reports. The semiannual FR Y-14A collects information on the stress tests conducted by Bank Holding Companies (BHCs) and U.S. Intermediate Holding Companies (IHCs), including quantitative projections across a range of macroeconomic scenarios, and qualitative information on methodologies used to develop internal projections of capital across scenarios. The quarterly FR Y-14Q collects granular data on BHCs' and IHCs' various asset classes, including loans, securities and trading assets, and Pre-Provision Net Revenue (PPNR). The monthly FR Y-14M comprises three retail loan- and portfolio-level collections, and one detailed address matching collection. The FR Y-14 data are used to assess the capital adequacy of large BHCs and U.S. IHCs, to support supervisory stress test models, and in continuous monitoring efforts.
In response to questions regarding the FR Y-14 information collection, Federal Reserve staff provides answers to firms on an ongoing basis to assist with the correct interpretation of reporting requirements and submission of the report data. These questions and answers are released to provide transparency around, and support knowledge of, FR Y-14 reporting requirements.
The Federal Reserve Board of Governors responds to questions regarding the FR Y-14 reports and schedules submitted by bank holding companies and intermediate holding companies with $50 billion or more in total consolidated assets that are required to report the FR Y-14 information collection. Responses are distributed directly to individual firms and Q&As are regularly summarized in the below report.