Basel II and Market Risk Data Collection Proposals (DRAFT)

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The proposed reporting schedules include one version of Schedule A (Calculation of Numerator and Ratios) for banks and bank holding companies and another version of Schedule A for savings associations. Schedules B through V are the same for banks, bank holding companies, and savings associations.

• Basel II Federal Register Notice (Draft) - Proposed Agency Information Collection Activities;
  Comment Request - PDF 73k
   
• Reporting Under the Advanced Internal Ratings-Based and Advanced Measurement Approaches
  Schedules A through V (for banks and bank holding companies) - PDF 425k
   
• Reporting Under the Advanced Internal Ratings-Based and Advanced Measurement Approaches
  Schedules A through V (for savings associations) - PDF 421k
   
• Market Risk Federal Register Notice (Draft) - Proposed Agency Information Collection Activities; Comment Request - PDF 50k
   
• Market Risk Reporting Schedule and Instructions - PDF