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FDIC Federal Register Citations

[Federal Register: July 12, 2002 (Volume 67, Number 134)]
[Notices]
[Page 46250-46254]
From the Federal Register Online via GPO Access [wais.access.gpo.gov]
[DOCID:fr12jy02-114]

[[Page 46250]]

DEPARTMENT OF THE TREASURY

Office of the Comptroller of the Currency

FEDERAL RESERVE SYSTEM

FEDERAL DEPOSIT INSURANCE CORPORATION

DEPARTMENT OF THE TREASURY

Office of Thrift Supervision


Proposed Agency Information Collection Activities; Comment
Request

AGENCIES: Office of the Comptroller of the Currency (OCC), Treasury;
Board of Governors of the Federal Reserve System (Board); Federal
Deposit Insurance Corporation (FDIC); and Office of Thrift Supervision
(OTS), Treasury.

ACTION: Joint notice and request for comment.

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SUMMARY: In accordance with the requirements of the Paperwork Reduction
Act of 1995 (44 U.S.C. chapter 35), the OCC, the Board, the FDIC, and
the OTS (the ``agencies'') may not conduct or sponsor, and the
respondent is not required to respond to, an information collection
unless it displays a currently valid Office of Management and Budget
(OMB) control number. The Federal Financial Institutions Examination
Council (FFIEC), of which the agencies are members, has approved the
agencies' publication for public comment of proposed revisions to the
Consolidated Reports of Condition and Income (Call Report) for banks
and the Thrift Financial Report (TFR) for savings associations, which
are currently approved collections of information. At the end of the
comment period, the comments and recommendations received will be
analyzed to determine the extent to which the FFIEC should modify the
proposed revisions prior to giving its final approval. The agencies
will then submit the revisions to OMB for review and approval.

DATES: Comments must be submitted on or before September 10, 2002.

ADDRESSES: Interested parties are invited to submit written comments to
any or all of the agencies. All comments, which should refer to the OMB
control number(s), will be shared among the agencies.
OCC: Written comments should be submitted to the Communications
Division, Office of the Comptroller of the Currency, 250 E Street, SW.,
Public Information Room, Mailstop 1-5, Attention: 1557-0081,
Washington, DC 20219. Due to temporary disruptions in the OCC's mail
service, commenters are encouraged to submit comments by fax or
electronic mail. Comments may be sent by fax to (202) 874-4448, or by
electronic mail to regs.comments@occ.treas.gov. Comments will be
available for inspection and photocopying at the OCC's Public
Information Room, 250 E Street, SW., Washington, DC 20219. Call (202)
874-5043 to make appointments for inspection of comments.
Board: Written comments, which should refer to ``Consolidated
Reports of Condition and Income, 7100-0036,'' may be mailed to Ms.
Jennifer J. Johnson, Secretary, Board of Governors of the Federal
Reserve System, 20th and C Streets, NW., Washington, DC 20551. Due to
temporary disruptions in the Board's mail service, commenters are
encouraged to submit comments by electronic mail to
regs.comments@federalreserve.gov. Comments addressed to Ms. Johnson
also may be delivered to the Board's mailroom between 8:45 a.m. and
5:15 p.m. weekdays, and to the security control room outside of those
hours. Both the mailroom and the security control room are accessible
from the Eccles Building courtyard entrance on 20th Street between
Constitution Avenue and C Street, NW. Comments received may be
inspected in room M-P-500 between 9 a.m. and 5 p.m. on weekdays
pursuant to sections 261.12 and 261.14 of the Board's Rules Regarding
Availability of Information, 12 CFR 261.12 and 261.14.
FDIC: Written comments should be addressed to Robert E. Feldman,
Executive Secretary, Attention: Comments/Legal Division, Federal
Deposit Insurance Corporation, 550 17th Street, NW., Washington, DC
20429. All comments should refer to ``Consolidated Reports of Condition
and Income, 3064-0052.'' Due to temporary disruptions in the FDIC's
mail service, commenters are encouraged to submit comments by fax or
electronic mail [Fax number: (202) 898-3838; Internet address:
comments@fdic.gov]. Comments also may be hand-delivered to the guard
station at the rear of the 550 17th Street Building (located on F
Street) on business days between 7 a.m. and 5 p.m. Comments may be
inspected and photocopied in the FDIC Public Information Center, Room
100, 801 17th Street, NW., Washington, DC, between 9 a.m. and 4:30 p.m.
on business days.
OTS: Submit comments by mail to: Information Collection Comments,
Chief Counsel's Office, Office of Thrift Supervision, 1700 G Street,
NW., Washington, DC 20552; by hand delivery to the Guard's Desk, east
lobby entrance 1700 G Street, NW., Washington, DC 20552, on business
days between 9 a.m. and 4 p.m.; by facsimile transmission: (202) 906-
6518; or by electronic mail to: infocollection.comments@ots.treas.gov.
All comments should refer to ``TFR Revisions, OMB No. 1550-0023,'' and
include your name and phone number. Comments submitted to OTS and the
related TFR schedules will be posted on the OTS Internet site at:
http://www.ots.treas.gov. In addition, interested persons may inspect
comments at the Public Reference Room, 1700 G Street, NW., Washington,
DC 20552, by appointment. To make an appointment, call 202-906-5922.
Appointments will be scheduled on business days between 10 a.m. and 4
p.m.
Acopy of the comments may also be submitted to the OMB desk officer
for the agencies: Joseph F. Lackey, Jr., Office of Information and
Regulatory Affairs, Office of Management and Budget, New Executive
Office Building, Room 10235, Washington, DC 20503 or electronic mail to
jlackeyj@omb.eop.gov.

FOR FURTHER INFORMATION CONTACT: Sample copies of the proposed new
schedule for the Call Report for March 31, 2003, can be obtained at the
FFIEC's web site (www.ffiec.gov) or may be requested from the agency
clearance officers listed below for the OCC, the Board, and the FDIC.
Sample copies of the proposed new schedule for the TFR for March 31,
2003, can be obtained at the OTS' web site (www.ots.treas.gov) or may
be requested from the agency clearance officer listed below for the
OTS.
OCC: Jessie Dunaway, OCC Clearance Officer, or Camille Dixon, (202)
874-5090, Legislative and Regulatory Activities Division, Office of the
Comptroller of the Currency, 250 E Street, SW., Washington, DC 20219.
Board: Mary M. West, Board Clearance Officer, (202) 452-3829,
Division of Research and Statistics, Board of Governors of the Federal
Reserve System, 20th and C Streets, NW., Washington, DC 20551.
Telecommunications Device for the Deaf (TDD) users may call (202) 263-
4869.
FDIC: Tamara R. Manly, Management Analyst, (202) 898-7453, Legal
Division, Federal Deposit Insurance Corporation, 550 17th Street NW.,
Washington, DC 20429.
OTS: William Magrini, Senior Project Manager, Supervision Policy,
at (202) 906-5744 or by electronic mail

[[Page 46251]]

william.magrini@ots.treas.gov, or Marilyn K. Burton, OTS Paperwork
Clearance Officer, at (202) 906-6467 or by electronic mail
marilyn.burton@ots.treas.gov, Office of Thrift Supervision, 1700 G
Street, NW., Washington, DC 20552.

SUPPLEMENTARY INFORMATION: Request for OMB approval to extend, with
revisions, the following currently approved collections of information
for banks and savings associations.
The agencies estimate that only approximately 130 banks and savings
associations (banking institutions) have significant subprime lending
programs and would have to complete the entire proposed subprime
lending schedule. The agencies further estimate that each of these
institutions would need approximately 1 to 1.5 hours to complete this
schedule. In addition, other banking institutions with any subprime
lending programs would have to complete only a single item on the
schedule. Although the agencies do not have an estimate of the number
of such banking institutions, they believe that this item would add
only a negligible amount of burden. The following burden estimates
include the proposed revisions.
1. Report Title: Consolidated Reports of Condition and Income (Call
Report).
Form Number: FFIEC 031 (for banks with domestic and foreign
offices) and FFIEC 041 (for banks with domestic offices only).
Frequency of Response: Quarterly.
Affected Public: Business or other for-profit.
For OCC:
OMB Number: 1557-0081.
Estimated Number of Respondents: 2,200 national banks.
Estimated Time per Response: 42.05 burden hours.
Estimated Total Annual Burden: 370,076 burden hours.
For Board:
OMB Number: 7100-0036.
Estimated Number of Respondents: 978 state member banks.
Estimated Time per Response: 48.25 burden hours.
Estimated Total Annual Burden: 188,754 burden hours.
For FDIC:
OMB Number: 3064-0052.
Estimated Number of Respondents: 5,480 insured state nonmember
banks.
Estimated Time per Response: 32.66 burden hours.
Estimated Total Annual Burden: 715,993 burden hours.
The estimated time per response is an average, which varies by
agency because of differences in the composition of the banks under
each agency's supervision (e.g., size distribution of institutions,
types of activities in which they are engaged, and number of banks with
foreign offices). The time per response for a bank is estimated to
range from 15 to 550 hours, depending on individual circumstances.
2. Report Title: Thrift Financial Report (TFR).
Form Number: OTS 1313 (for savings associations).
Frequency of Response: Quarterly.
Affected public: Business or other for profit.

For OTS:
OMB Number: 1550-0023.
Estimated Number of Respondents: 1,000 savings associations.
Estimated Time per Response: 33.8 burden hours.
Estimated Total Annual Burden: 135,200 burden hours.

General Description of Reports

These information collections are mandatory: 12 U.S.C. 161 (for
national banks), 12 U.S.C. 324 (for state member banks), 12 U.S.C. 1817
(for insured state nonmember commercial and savings banks), and 12
U.S.C. 1464 (for savings associations). Except for the items covered in
this proposal and a limited number of other items, these information
collections are not given confidential treatment. Small businesses
(i.e., small banks and savings associations) are affected.

Abstract

Banks file Call Reports and savings associations file the TFR with
the agencies each quarter for the agencies' use in monitoring the
condition, performance, and risk profile of reporting individual
banking institutions and the industry as a whole. In addition, Call
Reports and TFRs provide the most current statistical data available
for evaluating banking institutions' corporate applications such as
those for mergers, for identifying areas of focus for both on-site and
off-site examinations, and for monetary and other public policy
purposes. Call Reports and TFRs also are used to calculate all banking
institutions' deposit insurance and Financing Corporation assessments,
national banks' semiannual assessment fees, and OTS' assessments on
savings associations.

Current Action

I. Overview

The agencies are requesting comment on a proposed revision to the
Call Report and the TFR that will enable the agencies to better plan
their examinations of banking institutions and to monitor off-site the
extent of, changes in, and performance of subprime lending programs at
banking institutions. Subprime lending refers to loans to borrowers who
have weakened credit histories. The characteristics of a subprime
borrower typically include a history of paying debts late, personal
bankruptcy filings, or a high debt service-to-income ratio. These
borrowers, therefore, pose a higher risk of default than do traditional
borrowers at banking institutions. A subprime lending program is the
regular or targeted acquisition, through origination or purchase, of
loans to subprime borrowers that will be held in portfolio or
accumulated for resale.
In May 2000, the OCC, the Board, and the FDIC \1\ and, in August
2000, the OTS \2\ proposed to collect information on subprime lending
in the Call Report and TFR to make possible the early detection and
proper supervision of subprime lending through off-site monitoring
procedures. Banks involved in subprime lending would have reported
quarter-end data for eight categories of subprime loans as well as past
due and nonaccrual information and year-to-date charge-offs and
recoveries for two broader categories of subprime loans. The agencies
recognized that the quality and validity of the proposed Call Report
and TFR information depended on a workable definition of subprime
lending, which was still in the process of development at that time.
The definition of subprime included in the 2000 proposals was based on
the definition of the term in the agencies' March 1999 guidance on
subprime lending. The agencies also asked for comment on whether
information should be collected based on loan portfolios or programs
that possess subprime characteristics or individual loans with these
characteristics.
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\1\ 65 FR 34801, May 31, 2000.
\2\ 65 FR 48049, August 4, 2000.
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The comments received in 2000 on the proposed collections of
information on subprime lending in the Call Report and TFR were
generally unfavorable, particularly with respect to the agencies' then
proposed definition. Furthermore, the commenters overwhelmingly stated
that if the agencies did collect subprime lending information, the
information should only be collected from banks with subprime lending
programs. In addition, the commenters suggested that future requests
for comment on a subprime information collection for the Call Report
and TFR should be

[[Page 46252]]

addressed in a separate proposal dealing only with the subprime
information collection issues.
Over the last two years, the agencies have conducted examinations
that have confirmed the agencies' contentions that subprime lending
programs continue to pose an increased risk to those institutions
involved and to the deposit insurance funds. A disproportionate number
of the banking institutions on the FDIC's ``problem institution'' list
during the past two years have been engaged in subprime lending
programs and the volume of loans in these programs has exceeded 25
percent of the institutions' Tier 1 capital.\3\ The exact number of
institutions involved in subprime lending programs is not known with
certainty. However, the agencies estimate that approximately 130
banking institutions currently have significant exposures in the
subprime lending business.
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\3\ In general, Tier 1 capital is the sum of a banking
institution's common stockholders' equity (as defined in the
agencies' regulatory capital standards), noncumulative perpetual
preferred stock, and minority interests in consolidated
subsidiaries, less goodwill and other intangible assets (other than
limited amounts of servicing assets and purchased credit card
relationships) and less disallowed deferred tax assets and
disallowed credit-enhancing interest-only strips. For banks, see
Schedule RC-R of the Call Report to calculate Tier 1 capital. For
savings associations, see Schedule CCR of the TFR to calculate Tier
1 capital.
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The actual extent of banking institutions' involvement in subprime
lending programs is not fully known because there is no regular
periodic reporting of this activity to the banking agencies. The
estimates that have been made come from examination data, but the
quality and timeliness of the subprime lending data derived from
examination reports is constrained by the lack of standard industry-
wide definitions of the terms ``subprime'' and ``program'' and by the
length of the examination cycle. The issue of timeliness is
particularly troublesome from a safety and soundness perspective
because subprime lending programs tend to be a volume-oriented business
that encourages rapid portfolio growth. Consequently, there is no
reliable way to regularly monitor individual institutions' subprime
lending programs between examinations.

II. Current Proposal

This proposal addresses solely the agencies' planned collection of
information on subprime consumer lending programs each quarter in the
Call Report and TFR beginning March 31, 2003. The agencies continue to
believe that a need exists to collect information on subprime lending
programs. This information would be the agencies' sole source of off-
site data on subprime lending programs. One purpose for which the
agencies intend to use these data is to enhance the examination
planning process. In addition, the data would provide the agencies with
a timely and regular source of information from institutions with
subprime consumer lending programs that can be used to monitor the
extent of banking institutions' involvement in such programs, including
the level of growth in this activity, and the performance of subprime
portfolios.
Definitions
Subsequent to the 2000 proposals, the agencies issued Expanded
Guidance for Subprime Lending Programs on January 31, 2001. This
guidance contains definitions that describe the characteristics of the
terms ``program'' and ``subprime.'' Examiners have been using these
characteristics during the examination process to determine which
institutions have subprime lending programs that, in the aggregate, are
greater than or equal to 25 percent of an institution's Tier 1 capital.
The agencies propose to use the characteristics described in the
Expanded Guidance in the proposed subprime lending program information
collection in the Call Report and TFR. These two terms would be defined
as follows for purposes of the proposed new schedule:
The term ``program'' refers to the process of acquiring on a
regular or targeted basis, through either origination or purchase,
loans to subprime borrowers that are to be held in the institution's
own portfolio or accumulated and packaged for sale. The average credit
risk profile of such programs or portfolios will likely display
significantly higher delinquency and/or loss rates than prime
portfolios.
Subprime programs include loan products that attract a
disproportionate number of borrowers with weakened credit histories,
including payday loan and credit repair products. A subprime program
also may include cases where an institution regularly purchases loans,
such as indirect auto paper, of which disproportionate amounts qualify
as loans to subprime borrowers. In addition, an institution should
include any program determined to be a subprime lending program by its
primary federal regulator. If a reporting institution has a question as
to whether it has a subprime lending program, it should contact its
primary federal regulator.
The term ``subprime'' refers to the credit characteristics of
individual borrowers. Subprime borrowers typically have weakened credit
histories that include payment delinquencies, and possibly more severe
problems such as charge-offs, judgments, and bankruptcies. The
borrowers may also display reduced repayment capacity as measured by
credit scores, debt-to-income ratios, or other criteria that may
encompass borrowers with incomplete credit histories. Subprime loans
are loans to borrowers displaying one or more of these characteristics
at the time of origination or purchase. Such loans have a higher risk
of default than loans to prime borrowers. Generally, subprime borrowers
will display a range of credit risk characteristics that may include
one or more of the following:
Two or more 30-day delinquencies in the last 12 months, or
one or more 60-day delinquencies in the last 24 months;
Judgment, foreclosure, repossession, or charge-off in the
prior 24 months;
Bankruptcy in the last 5 years;
Relatively high default probability as evidenced by, for
example, a credit bureau risk score (FICO) of 660 or below (depending
on the product/collateral), or other bureau or proprietary scores with
an equivalent default probability likelihood; and/or
Debt service-to-income ratio of 50% or greater, or
otherwise limited ability to cover family living expenses after
deducting total monthly debt-service requirements from monthly income.
This list is illustrative rather than exhaustive and does not
define specific parameters for all subprime borrowers. Institutions
that have identified borrowers as ``subprime'' based on their own
internal rating systems should be reported as such.
For purposes of reporting on the proposed schedule, subprime
lending does not refer to individual subprime loans originated and
managed, in the ordinary course of business, as occasional exceptions
to prime risk selection standards. Additionally, this definition
generally does not apply to the following:
Prime loans that develop credit problems after
acquisition.
Loans initially extended in subprime programs that are
later upgraded, because of their performance, to programs targeted to
prime borrowers.
Community development loans as defined in the Community
Reinvestment Act regulations that may have some higher risk
characteristics, but are otherwise mitigated by guarantees from
government programs,

[[Page 46253]]

private credit enhancements, or other appropriate risk mitigation
techniques.
Institutions that extend credit to subprime borrowers as
part of their standard community lending process or make loans to
subprime borrowers as an occasional exception.
Scope of Schedule
Subprime lending, by the nature of the definition, is concentrated
in the consumer-lending arena. Thus, the proposed schedule covers only
information on consumer loans. Furthermore, the agencies are proposing
that only banking institutions that are programmatic lenders of
subprime consumer loans should complete some or all of this schedule.
Banking institutions that do not have any subprime consumer lending
programs will not be required to provide any information on this
schedule.
All banking institutions that have any subprime consumer lending
programs would be required to report the total dollar amount
outstanding of loans in those programs as of the quarter-end report
date in Part I, item 1. However, only those banking institutions where
the total dollar amount outstanding is greater than or equal to 25
percent of the reporting institution's Tier 1 capital as of the report
date would be required to complete the detailed items in Parts II, III,
and IV of the schedule discussed below. Once an institution reaches the
25 percent of Tier 1 capital threshold, it must continue to complete
Parts II, III, and IV of the schedule until it fails to meet the Tier 1
capital threshold for two consecutive quarter-end report dates or for
the remainder of the calendar year, whichever is longer.
Detailed Items
The proposed detailed items in Parts II, III, and IV of the
schedule would allow the agencies to perform off-site monitoring of the
performance of banking institutions with significant exposures to
subprime lending. Because these parts of the schedule would be
completed only by banking institutions with subprime lending programs
of at least 25 percent of Tier 1 capital, the schedule would minimize
the information collected from banking institutions with small volumes
of loans in subprime lending programs.
Part II collects a breakdown of the total dollar amount of loans in
subprime consumer lending programs as of the report date into the
following consumer loan categories: open-end and closed-end loans
secured by 1-4 family residential properties (with first and junior
lien closed-end loans reported separately), credit card loans, loans
extended under other revolving credit plans, and other consumer loans.
The sum of the amounts outstanding by loan category must equal the
total dollar amount reported in Part I.
Part III requires the same breakout of past due and nonaccrual
loans as required in Schedule RC-N of the Call Report and Schedule PD
of the TFR (i.e., loans past due 30-89 days and still accruing, loans
past due 90 days or more and still accruing, and nonaccrual loans) for
each category of loans reported in Part II of this schedule. However,
loans extended under revolving credit plans other than credit cards and
other consumer loans are combined rather than reported separately.
Part IV requires the separate reporting of charge-offs and
recoveries as in Schedule RI-B of the Call Report and Schedule VA of
the TFR for the same loan categories as in Part III.

III. Confidentiality

The agencies are proposing that the information reported in this
schedule be accorded confidential treatment on an individual
institution basis. The information requested will provide the agencies
with sensitive business data that is needed to aid examiners and
supervisory analysts in better evaluating the risk profiles and
performance of banking institutions with concentrations of subprime
lending programs. This information also will be used to plan the detail
and timing of examinations and to provide the agencies with a timely
and regular source of information on subprime lending programs, which
is not currently available.
The agencies believe that confidential treatment initially should
be accorded this information collection because, notwithstanding the
Examiner Guidance on Subprime Lending, there is no standard industry-
wide approach to the definitions of either ``subprime'' or ``program,''
which means that the meanings of these terms are institution-specific.
Thus, the reported information will not be entirely comparable from one
institution to the next, leading to potential misinterpretation of the
data by the public.
The proposal will not result in the collection of data on all loans
to subprime borrowers, but only on subprime lending programs. This
outcome occurs because of the supervisory and examination, rather than
statistical, focus of the proposed schedule. Moreover, because the
focus is also on programs rather than individual loans, attempts to
aggregate the reported data across institutions will not provide users
with statistics on the overall volume of subprime loans held by banking
institutions. For this same reason, the reported data will not reveal
whether an individual institution does or does not have loans to
subprime borrowers, nor will it reveal the entire amount of the
institution's loans to subprime borrowers. As a consequence, care must
be taken in interpreting the reported data to avoid reaching improper
conclusions.
Furthermore, different institutions may reach different conclusions
as to whether one or more of their consumer lending programs are
subprime programs and, accordingly, whether their subprime lending
programs aggregate 25 percent or more of their Tier 1 capital. The
agencies therefore believe that some period of time is needed to ensure
that banking institutions understand the proposed definitions and how
they may apply to their various lending programs. This will also enable
examiners to determine whether institutions are properly applying these
definitions and correctly reporting the data.
The agencies also have some concern, due to the sensitive nature of
these data, that the release of the subprime lending information before
banking institutions and the agencies have adequate experience with it
could inhibit the collection of accurate and complete data in the
future. Until any potential problems with the newly reported data have
been addressed, the agencies believe there is a risk that the data will
be misinterpreted and that their release at this time could cause
potential harm to an institution or an increased risk to deposit
insurance funds. The agencies are initially proposing confidential
treatment for the proposed new schedule. However, after experience has
been gained with the data, e.g., after six or eight quarters, the
agencies will reevaluate whether this treatment should be retained.

IV. Request for Comment

Public comment is requested on all aspects of this proposal. In
addition, comments are invited on:
(a) Whether the proposed revisions to the Call Report and TFR
collections of information are necessary for the proper performance of
the agencies' functions, including whether the information has
practical utility;
(b) The accuracy of the agencies' estimates of the burden of the
information collections as they are proposed to be revised, including
the validity of the methodology and assumptions used;

[[Page 46254]]

(c) Ways to enhance the quality, utility, and clarity of the
information to be collected;
(d) Ways to minimize the burden of information collections on
respondents, including through the use of automated collection
techniques or other forms of information technology; and
(e) Estimates of capital or start up costs and costs of operation,
maintenance, and purchase of services to provide information.
Comments submitted in response to this Notice will be shared among
the agencies and will be summarized or included in the agencies'
requests for OMB approval. All comments will become a matter of public
record. Written comments should address the accuracy of the burden
estimates and ways to minimize burden as well as other relevant aspects
of the information collection request.

Dated: July 3, 2002.
Mark J. Tenhundfeld,
Assistant Director, Legislative and Regulatory Activities Division,
Office of the Comptroller of the Currency.

Board of Governors of the Federal Reserve System, July 5, 2002.
Robert deV. Frierson,
Secretary of the Board.

Dated at Washington, DC, this 8th day of July, 2002.

Federal Deposit Insurance Corporation
Valerie Best,
Assistant Executive Secretary.

Deborah Dakin,
Deputy Chief Counsel, Regulations and Legislation Division, Office of
Thrift Supervision.
[FR Doc. 02-17590 Filed 7-11-02; 8:45 am]
BILLING CODE 4810-33-P, 6210-01-P, 6714-01-P, 6720-01-P

Last Updated 07/10/2002 regs@fdic.gov

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