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

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) * (C2 −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:

• 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]

This is a list of United States Code sections, Statutes at Large, Public Laws, and Presidential Documents, which provide rulemaking authority for this CFR Part.

This list is taken from the Parallel Table of Authorities and Rules provided by GPO [Government Printing Office].

It is not guaranteed to be accurate or up-to-date, though we do refresh the database weekly. More limitations on accuracy are described at the GPO site.

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

Title 12 published on 17-Jun-2017 04:33

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

• 2016-06-29; vol. 81 # 125 - Wednesday, June 29, 2016
1. 81 FR 42235 - Rules of Practice and Procedure
GPO FDSys XML | Text
FEDERAL DEPOSIT INSURANCE CORPORATION
Interim final rule and request for comment.
This rule is effective on August 1, 2016. Comments must be received by September 1, 2016.
12 CFR Parts 308 and 327