PRA IC List
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Agenda
Reg Review
ICR
Information Collection List
IC Title
Status
Responses
Hours
Dollars
Document Type
Form No.
Form Name
Market Risk
Removed
0
0
0
Prior Approval reporting burdens under part 3, subpart F (Market Risk and Credit Valuation Adjustment)
New
10
12000
0
Section 3.203(a)(1): Market risk policies and procedures (Recordkeeping)
New
49
4704
0
Section 3.203(a)(2): Market risk trading and hedging strategies (Recordkeeping)
New
49
784
0
Section 3.203(b)(2): Trading desk policies (Recordkeeping)
New
49
784
0
Section 3.203(e)(1): Internal market risk management systems (Recordkeeping)
New
49
588
0
Section 3.203(e)(3): Internal audit function (Recordkeeping)
New
49
588
0
Section 3.203(f): Prudent valuation process (Recordkeeping)
New
49
588
0
Section 3.203(g): Capital adequacy assessment (Recordkeeping)
New
49
588
0
Section 3.203(h)(2)(i): General recordkeeping (quarterly) (Recordkeeping)
New
196
15680
0
Section 3.203(h)(2)(ii): Securitization data (Recordkeeping)
New
196
2352
0
Section 3.213: Profit and loss attribution (PLA) testing and backtesting (Recordkeeping)
New
196
25088
0
Section 3.214(b)(7)(v): Weekly risk factor updates (Recordkeeping)
New
2548
30576
0
Section 3.217(c): Reporting and disclosure policy (Recordkeeping)
New
49
1960
0
Section 3.217(d): Proprietary confidential information (Disclosure)
New
49
588
0
Section 3.217(e): Location (Disclosure)
New
49
588
0
Section 3.217(f)(2): Annual public disclosures (Disclosure)
New
49
392
0
Section 3.220(b): CVA hedging policy (Recordkeeping)
New
49
1960
0
Section 3.223(b)(10): Historical market data (Recordkeeping)
New
49
588
0
Section 3.224(d)(3)(ii): Mapping demonstration (Reporting)
New
3
6
0
Sections 3.203(c), 3.203(h), 3.208(h)(1)(ii)(B), and 3.214(b)(7)(iv), (vi), & (vii): Demonstrations of compliance (Recordkeeping)
New
49
4704
0
Sections 3.203(i) and 3.205(h): General recordkeeping (annual) (Recordkeeping)
New
49
2352
0
Sections 3.204(g)(1)(iii), 3.212(b)(2), and 3.212(c): Model related prior approvals (Reporting)
New
49
14700
0
Sections 3.217(f)(1) and (f)(3): Quarterly public disclosures (Disclosure)
New
196
3136
0
Sections 3.223(b)(4), (7), and (9): CVA model validation process (Recordkeeping)
New
49
1960
0
Total burden requested under this ICR:
4178
127254
0
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