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4 Messages

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300 Points

Monday, November 18th, 2024 6:43 PM

Exitance of glossaries for the Call Report (FDIC or OCC)

I feel like I am reinventing the wheel then I look to house the Call Report in Power BI, then create a Glossary of terms and measures in Collibra

It would be quite time consuming to pull out the definitions from the FDIC site pdf files.

Does anyone know of "third party" glossaries that can be downloaded for the FDIC?

Similarly, Crop growers' insurance records and glossaries defined by the USDA

For example, SCHEDULE RC-R – REGULATORY CAPITAL, the Common Equity Tier 1 capital ratio 

1.0 Common Equity Tier 1 capital ratio 

2.1  Common Equity Tier 1 capital ratio = (Common Equity Tier 1 Capital: Quarterly Average Amount  /

2.2 :  Risk-weighted assets (RWAs) used for Tier 1/Tier 2 capital ratios: Quarterly Average Amount)

 

 

 2.1 : Common Equity Tier 1 capital ratio: Quarterly Average Amount 

  =    (2.1.1 Total CET1 before deductions  -     2.1.2  Total deductions and adjustments for CET1 capital )

2.1.1  Total CET1 before deductions =

(Qualifying common cooperative equity (CCE) included in CET1 +

 Paid-in capital (includes Additional Paid-In-Capital “APIC”)   +

 Unallocated retained earnings (URE)     +

Other CET1 capital items approved by FCA)

 

2.1.2   Total deductions and adjustments for CET1 capital =

( Less: Goodwill net of associated deferred tax liabilities (DTLs) +

  Less: Intangible assets other than mortgage servicing assets, net of associated DTLs+

  Less: Deferred tax assets (DTAs) that arise from net operating losses and tax credit carryforward, net any related valuation allowances and net of DTLs +

  Less: After-tax gain-on-sale in connection with securitization exposure, net of associated DTLs.

  Less: Defined benefit pension fund assets, net of associated DTLs. (Unless FCA has given permission to risk weight).+

   Less: Amount of allocated investments in other System institutions.  Only the institution who allocated the equities may include those equities in its CET1+

   Less: Amount of purchased investments in other System institutions using the corresponding deduction approach (CDA)+

   Less: CDA deductions applied to CET1 capital due to insufficient amounts of AT1 and Tier 2 capital to cover AT1 and Tier 2 deductions+

   Less: Adjustment for patronage or dividend accrued receivables per § 628.22(b) )

-

( Plus: Adjustment for patronage or dividend accrued payables per § 628.22(b) +

 Less: Other deductions required by FCA)

 

 

 

 

2.2 Total Risk Weighted Assets used for Tier 1/Tier 2 capital ratios Quarterly Average Amount   =

 ( 2.2.1  Total Risk Weighted Assets before allowance deduction

-

2.2,2 Less: Amount of Allowance and Reserve Not Included in Tier 2 Capital (Sch. RC-R.1, item 11a) )

 

2.2.1  Total Risk Weighted Assets before allowance deduction  =

 

 

2.2.2  Less: Amount of Allowance and Reserve Not Included in Tier 2 Capital =

 

 

143 Messages

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9.8K Points

19 days ago

Feed all the legalisation etc into an LLM and get it to build the glossaries for you, including relationships to the relevant sources .Tell it not to make anything up!

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