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

View PDF at GPOPt. 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) * (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]

Title 12 published on 2015-01-01.

No entries appear in the Federal Register after this date, for 12 CFR Part 327.

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.

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

Title 12 published on 2015-01-01

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

• 2015-11-06; vol. 80 # 215 - Friday, November 6, 2015
1. 80 FR 68780 - Assessments
GPO FDSys XML | Text
FEDERAL DEPOSIT INSURANCE CORPORATION
Notice of proposed rulemaking (NPR) and request for comment.
Comments must be received by the FDIC no later than January 5, 2016.
12 CFR Part 327