Market Risk Regulatory Report for Institutions Subject to the Market Risk Capital Rule

The Market Risk Regulatory Report for Institutions Subject to the Market Risk Capital Rule (FFIEC 102) collects information on reporting institutions’ value-at-risk-based measures, specific risk add-ons, incremental risk capital requirement, comprehensive risk capital requirement, and de minimis positions that pertain to the regulatory capital requirements for market risk under the market risk capital rule. Board-regulated respondents must file the FFIEC 102 quarterly with the Board.