Market Risk Regulatory Report for Institutions Subject to the Market Risk Capital Rule

The market risk rule, which requires banking organizations to hold capital to cover their exposure to market risk, is an important component of the regulatory capital rules that have been adopted by the Board, Federal Deposit Insurance Corporation (FDIC), and Office of the Comptroller of the Currency (OCC) (collectively, the agencies). In order to implement the market risk rule, the agencies, acting under the auspices of the FFIEC, implemented the FFIEC 102, which collects key information from respondents on how they measure and calculate market risk under the regulatory capital rules. The Board’s market risk rule applies to state member banks (SMBs), bank holding companies (BHCs), covered savings and loan holding companies (covered SLHCs), and intermediate holding companies (IHCs) with aggregate reported trading assets and trading liabilities equal to or greater than 10 percent of quarter-end total assets or $1 billion (collectively, Board-regulated respondents). Board-regulated respondents must file the FFIEC 102 quarterly with the Board.

The latest form for Market Risk Regulatory Report for Institutions Subject to the Market Risk Capital Rule expires 2029-01-31 and can be found here.