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

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There are 2 Updates appearing in the Federal Register for 12 CFR 327. View below or at eCFR (GPOAccess)
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.

• 2014-11-26; vol. 79 # 228 - Wednesday, November 26, 2014
1. 79 FR 70427 - Assessments
GPO FDSys XML | Text
FEDERAL DEPOSIT INSURANCE CORPORATION
Final rule.
Effective date: January 1, 2015, except for the amendment to § 327.9 (amendatory instruction 5), which is effective January 1, 2018. Applicability date: The incorporation of the supplementary leverage ratio and corresponding ratio thresholds into the definition of capital evaluations is applicable January 1, 2018.
12 CFR Part 327

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United States Code
U.S. Code: Title 12 - BANKS AND BANKING
Statutes at Large
Public Laws

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.

• 2014-11-26; vol. 79 # 228 - Wednesday, November 26, 2014
1. 79 FR 70427 - Assessments
GPO FDSys XML | Text
FEDERAL DEPOSIT INSURANCE CORPORATION
Final rule.
Effective date: January 1, 2015, except for the amendment to § 327.9 (amendatory instruction 5), which is effective January 1, 2018. Applicability date: The incorporation of the supplementary leverage ratio and corresponding ratio thresholds into the definition of capital evaluations is applicable January 1, 2018.
12 CFR Part 327