12 CFR Part 327, Subpart A, Appendix B to Subpart A of Part 327 - Conversion of Scorecard Measures into Score

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View PDF at GPO Pt. 327, Subpt. A, App. B
Appendix B to Subpart A of Part 327—Conversion of Scorecard Measures into Score
1. Weighted Average CAMELS Rating
Weighted average CAMELS ratings between 1 and 3.5 are assigned a score between 25 and 100 according to the following equation:
S = 25 [(20/3) * (C 2 −1)],
where:
S = the weighted average CAMELS score; and
C = the weighted average CAMELS rating.
2. Other Scorecard Measures
For certain scorecard measures, a lower ratio implies lower risk and a higher ratio implies higher risk. These measures include:
• Concentration measure;
• Credit quality measure;
• Market risk measure;
• Average short-term funding to average total assets ratio; and
• Potential losses to total domestic deposits ratio (loss severity measure).
For those measures, a value between the minimum and maximum cutoff values is converted linearly to a score between 0 and 100, according to the following formula:
S = (V −Min) * 100/(Max −Min),
where S is score (rounded to three decimal points), V is the value of the measure, Min is the minimum cutoff value and Max is the maximum cutoff value.
For other scorecard measures, a lower value represents higher risk and a higher value represents lower risk. These measures include:
• Tier 1 leverage ratio;
• Core earnings to average quarter-end total assets ratio;
• Core deposits to total liabilities ratio; and
• Balance sheet liquidity ratio.
For those measures, a value between the minimum and maximum cutoff values is converted linearly to a score between 0 and 100, according to the following formula:
S = (Max −V) * 100/(Max −Min),
where S is score (rounded to three decimal points), V is the value of the measure, Max is the maximum cutoff value and Min is the minimum cutoff value.
[76 FR 10720, Feb. 25, 2011]

Title 12 published on 2014-01-01

The following are only the Rules published in the Federal Register after the published date of Title 12.

For a complete list of all Rules, Proposed Rules, and Notices view the Rulemaking tab.

  • 2014-04-14; vol. 79 # 71 - Monday, April 14, 2014
    1. 79 FR 20754 - Regulatory Capital Rules: Regulatory Capital, Implementation of Basel III, Capital Adequacy, Transition Provisions, Prompt Corrective Action, Standardized Approach for Risk-Weighted Assets, Market Discipline and Disclosure Requirements, Advanced Approaches Risk-Based Capital Rule, and Market Risk Capital Rule
      GPO FDSys XML | Text
      FEDERAL DEPOSIT INSURANCE CORPORATION
      Final rule.
      Effective date: April 14, 2014. Mandatory compliance date: January 1, 2014 for advanced approaches FDIC-supervised institutions; January 1, 2015 for all other FDIC-supervised institutions.
      12 CFR Parts 303, 308, 324, 327, 333, 337, 347, 349, 360, 362, 363, 364, 365, 390, and 391

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United States Code
Statutes at Large
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Title 12 published on 2014-01-01

The following are ALL rules, proposed rules, and notices (chronologically) published in the Federal Register relating to 12 CFR 327 after this date.

  • 2014-04-14; vol. 79 # 71 - Monday, April 14, 2014
    1. 79 FR 20754 - Regulatory Capital Rules: Regulatory Capital, Implementation of Basel III, Capital Adequacy, Transition Provisions, Prompt Corrective Action, Standardized Approach for Risk-Weighted Assets, Market Discipline and Disclosure Requirements, Advanced Approaches Risk-Based Capital Rule, and Market Risk Capital Rule
      GPO FDSys XML | Text
      FEDERAL DEPOSIT INSURANCE CORPORATION
      Final rule.
      Effective date: April 14, 2014. Mandatory compliance date: January 1, 2014 for advanced approaches FDIC-supervised institutions; January 1, 2015 for all other FDIC-supervised institutions.
      12 CFR Parts 303, 308, 324, 327, 333, 337, 347, 349, 360, 362, 363, 364, 365, 390, and 391