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

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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]

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United States Code
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Title 12 published on 2015-12-05

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

Title 12 published on 2015-12-05.

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.

  • 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