55986 Federal Register / Vol. 71, No. 185 / Monday, September 25, 2006 / Notices 

relating to certain key aspects of the 

proposal and potential data collection 

alternatives. 

(1) The agencies seek comment from 

the industry concerning the feasibility 

of collecting certain additional 

information beyond that described in 

this proposal. The purpose of this 

additional information is to help 

identify the causes of changes in credit 

risk regulatory capital requirements (for 

example, due to changes in exposure 

mix or changes in the bank’s assessment 

of risk). 

To facilitate such analyses, reporting 

banks would be required to submit 

additional data items that summarize 

current and previous risk parameters for 

exposures that were in wholesale and 

retail credit portfolios as of the previous 

reporting period (for example, prior 

quarter, prior year)—the ‘‘lookback’’

portfolio. The intent of this lookbackportfolio approach would be to allow 

the agencies to better identify reasons 

for observed changes in regulatory 

credit risk capital requirements and 

allow for peer comparisons of changes 

from period to period. 

A lookback-portfolio approach would 

require additional data collection and 

processing. For example, banks would 

need to retain data on the internal risk 

rating category to which each exposure 

was previously assigned, and the 

previous EAD of each exposure. The 

agencies believe that this data 

maintenance requirement is consistent 

with supervisory expectations described 

in the NPR and proposed AIRB 

guidance in that banks subject to the 

Advanced Capital Adequacy Framework 

are expected to be able to evaluate and 

explain changes in risk parameters in 

order to assess their risk parameter 

estimation procedures. 

The agencies specifically seek 

industry comment on the following 

questions: 

• What aggregate summary 

information might banks submit that 

best describes or characterizes periodto-period migration across internal 

rating grades or retail segments? 

• If such information were required, 

are there particular formats or other 

considerations that would reduce the 

reporting burden for banks? 

(2) The agencies are considering 

another alternative reporting treatment 

with respect to the wholesale and retail 

portions of the above proposal 

(Schedules C–R). This alternative 

treatment would complement the 

lookback-portfolio approach just 

described but could be implemented 

whether or not the lookback-portfolio 

approach was implemented. Under this 

approach, banks would submit data 

according to each of their internal 

obligor rating grades or segments, rather 

than in the fixed bands defined in the 

current regulatory reporting proposal. In 

this case, each reporting bank could 

submit a different number of rows 

corresponding to the number of internal 

risk rating/segmentation categories 

employed by that bank for the given 

portfolio. 

The agencies specifically seek 

industry comment on the following 

question: 

• Would reporting burden be 

lessened if banks submitted data using 

internally-defined obligor grades or 

segments, rather than aggregating the 

grades or segments in supervisory 

reporting bands? 

(3) The agencies request comment on 

the appropriateness of making the data 

items on Schedules A and B and data 

items 1 through 7 of the operational risk 

reporting schedule (Schedule V) 

available to the public for each reporting 

entity for data collected during periods 

subsequent to its parallel run reporting 

periods as currently proposed. 

Comments are requested on the extent 

to which banks are already providing 

these data to the public or are planning 

to make such data public as well as the 

timing of these disclosures. In addition, 

comments are requested on the 

perceived risks associated with public 

reporting of these data items. 

(4) What changes in the proposed 

regulatory reporting requirements for 

the Advanced Capital Adequacy 

Framework, including additional data or 

definitions, would better assist the 

agencies in reaching their stated goals? 

In this regard, the agencies also seek 

input on possible alternative ways to 

capture the requested information and 

the appropriateness of the requested 

data given the stated purposes of the 

information collections and the 

associated reporting burden. 

Paperwork Reduction Act 

The agencies seek comment on: 

(a) Whether the proposed collections 

of information are necessary for the 

proper performance of the agencies’

functions, including whether the 

information has practical utility; 

(b) The accuracy of the agencies’

estimates of the burden of the proposed 

information collections, including the 

validity of the methodology and 

assumptions used; 

(c) Ways to enhance the quality, 

utility, and clarity of the information to 

be collected; 

(d) Ways to minimize the burden of 

the information collections on 

respondents, including through the use 

of automated collection techniques or 

other forms of information technology; 

and 

(e) Estimates of capital or start up 

costs and costs of operation, 

maintenance, and purchase of services 

to provide information. 

Comments submitted in response to 

this joint notice will be shared among 

the agencies and will be summarized or 

included in the agencies’ requests for 

OMB approval. All comments will 

become a matter of public record. 

Dated: September 6, 2006. 

Stuart E. Feldstein, 

Assistant Director, Legislative and Regulatory 

Activities Division, Office of the Comptroller 

of the Currency. 

Board of Governors of the Federal Reserve 

System, September 11, 2006. 

Jennifer J. Johnson, 

Secretary of the Board. 

Dated at Washington, DC, this 8th day of 

September, 2006. 

Federal Deposit Insurance Corporation. 

Robert E. Feldman, 

Executive Secretary. 

Dated: September 7, 2006. 

Deborah Dakin, 

Senior Deputy Chief Counsel, Regulations and 

Legislation Division, Office of Thrift 

Supervision. 

[FR Doc. 06–7674 Filed 9–22–06; 8:45 am] 

BILLING CODE 4810–33–P; 6210–01–P; 6714–01–P; 

6720–01–P 

DEPARTMENT OF THE TREASURY 

Office of the Comptroller of the 

Currency 

FEDERAL RESERVE SYSTEM 

FEDERAL DEPOSIT INSURANCE 

CORPORATION 

DEPARTMENT OF THE TREASURY 

Office of Thrift Supervision 

Proposed Agency Information 

Collection Activities; Comment 

Request 

AGENCIES: Office of the Comptroller of 

the Currency (OCC), Treasury; Board of 

Governors of the Federal Reserve 

System (Board); Federal Deposit 

Insurance Corporation (FDIC); and 

Office of Thrift Supervision (OTS), 

Treasury. 

ACTION: Joint notice and request for 

comment. 

SUMMARY: In accordance with the 

requirements of the Paperwork 

Reduction Act of 1995 (44 U.S.C. 


sroberts on PROD1PC70 with NOTICES
Federal Register / Vol. 71, No. 185 / Monday, September 25, 2006 / Notices 55987 

1For simplicity, and unless otherwise indicated, 

this notice uses the term ‘‘bank’’ to include banks, 

savings associations, and bank holding companies 

(BHCs). The terms ‘‘bank holding company’’ and 

‘‘BHC’’ refer only to bank holding companies 

regulated by the Board and do not include savings 

and loan holding companies regulated by the OTS. 

For a detailed description of the institutions 

covered by this notice, refer to Section 1(b) of the 

proposed regulatory text in the notice of proposed 

rulemaking entitled Risk-Based Capital Standards: 

Market Risk. 

chapter 35), the OCC, the Board, the 

FDIC, and the OTS (collectively, the 

agencies) may not conduct or sponsor, 

and the respondent is not required to 

respond to, an information collection 

unless it displays a currently valid 

Office of Management and Budget 

(OMB) control number. The Federal 

Financial Institutions Examination 

Council (FFIEC), of which the agencies 

are members, has approved the 

agencies’ publication for public 

comment of proposed new regulatory 

reporting requirements for banks 1 that 

are subject to the agencies’ revised 

market risk capital rules. The proposal 

describes the scope of reporting and the 

proposed reporting requirements. At the 

end of the comment period, the 

comments and recommendations 

received will be analyzed to determine 

the extent to which the FFIEC should 

modify the proposed reporting 

requirements prior to giving its final 

approval. The agencies will then submit 

the proposed reporting requirements to 

OMB for review and approval and, upon 

approval, OMB will assign control 

numbers. 

DATES: Comments must be received on 

or before January 23, 2007. 

ADDRESSES: Interested parties are 

invited to submit written comments to 

any or all of the agencies. All comments 

will be shared among the agencies. 

OCC: You may submit comments, 

identified by ‘‘OMB Control No. 1557–

NEW,’’ by any of the following methods: 

• E-mail: 

regs.comments@occ.treas.gov. Include 

‘‘OMB Control No. 1557–NEW’’ in the 

subject line of the message. 

• Fax: (202) 874–4448. 

• Mail: Public Information Room, 

Office of the Comptroller of the 

Currency, 250 E Street, SW., Mailstop 

1–5, Washington, DC 20219; Attention: 

OMB Control No. 1557–NEW. 

Public Inspection: You may inspect 

and photocopy comments at the Public 

Information Room. You can make an 

appointment to inspect the comments 

by calling (202) 874–5043. 

Board: You may submit comments, 

which should refer to ‘‘Market Risk 

Framework Regulatory Reporting 

Requirements,’’ by any of the following 

methods: 

• Agency Web Site: http:// 

www.federalreserve.gov. Follow the 

instructions for submitting comments 

on the http://www.federalreserve.gov/ 

generalinfo/foia/ProposedRegs.cfm. 

• Federal eRulemaking Portal: http:// 

www.regulations.gov. Follow the 

instructions for submitting comments. 

• E-mail: 

regs.comments@federalreserve.gov. 

Include ‘‘Market Risk Framework 

Regulatory Reporting Requirements’’ in 

the subject line of the message. 

• Fax: 202–452–3819 or 202–452–

3102. 

• Mail: Jennifer J. Johnson, Secretary, 

Board of Governors of the Federal 

Reserve System, 20th Street and 

Constitution Avenue, NW., Washington, 

DC 20551. 

All public comments are available 

from the Board’s Web site at http:// 

www.federalreserve.gov/generalinfo/ 

foia/ProposedRegs.cfm as submitted, 

unless modified for technical reasons. 

Accordingly, your comments will not be 

edited to remove any identifying or 

contact information. Public comments 

may also be viewed electronically or in 

paper in Room MP–500 of the Board’s 

Martin Building (20th and C Streets, 

NW.) between 9 a.m. and 5 p.m. on 

weekdays. 

FDIC: You may submit comments, 

which should refer to ‘‘Market Risk 

Framework Regulatory Reporting 

Requirements,’’ by any of the following 

methods: 

• http://www.FDIC.gov/regulations/ 

laws/federal/notices.html. 

• E-mail: comments@FDIC.gov. 

Include ‘‘Market Risk Framework 

Regulatory Reporting Requirements’’ in 

the subject line of the message. 

• Mail: Steven F. Hanft, Clearance 

Officer (202–898–3907), Legal Division, 

Federal Deposit Insurance Corporation, 

550 17th Street, NW., Washington, DC 

20429. 

• Hand Delivery: Comments may be 

hand delivered to the guard station at 

the rear of the 550 17th Street Building 

(located on F Street) on business days 

between 7 a.m. and 5 p.m. 

Public Inspection: All comments 

received will be posted without change 

to http://www.fdic.gov/regulations/laws/ 

federal/propose.html including any 

personal information provided. 

Comments may be inspected at the FDIC 

Public Information Center, Room E–

1002, 3502 North Fairfax Drive, 

Arlington, VA 22226, between 9 a.m. 

and 5 p.m. on business days. 

OTS: You may submit comments, 

identified by ‘‘Market Risk Framework 

Regulatory Reporting Requirements 

(1550–NEW),’’ by any of the following 

methods: 

• Federal eRulemaking Portal: http:// 

www.regulations.gov. Follow the 

instructions for submitting comments. 

• E-mail address: 

infocollection.comments@ots.treas.gov. 

Please include ‘‘Market Risk Framework 

Regulatory Reporting Requirements 

(1550–NEW)’’ in the subject line of the 

message and include your name and 

telephone number in the message. 

• Fax: (202) 906–6518. 

• Mail: Information Collection 

Comments, Chief Counsel’s Office, 

Office of Thrift Supervision, 1700 G 

Street, NW., Washington, DC 20552, 

Attention: ‘‘Market Risk Framework 

Regulatory Reporting Requirements 

(1550–NEW).’’

• Hand Delivery/Courier: Guard’s 

Desk, East Lobby Entrance, 1700 G 

Street, NW., from 9 a.m. to 4 p.m. on 

business days, Attention: Information 

Collection Comments, Chief Counsel’s 

Office, Attention: ‘‘Market Risk 

Framework Regulatory Reporting 

Requirements (1550–NEW).’’

Instructions: All submissions received 

must include the agency name and 

‘‘Market Risk Framework Regulatory 

Reporting Requirements (1550–NEW).’’

All comments received will be posted 

without change to the OTS Internet Site 

at http://www.ots.treas.gov/ 

pagehtml.cfm?catNumber=67&an=1, 

including any personal information 

provided. 

Docket: For access to the docket to 

read background documents or 

comments received, go to http:// 

www.ots.treas.gov/

pagehtml.cfm?catNumber=67&an=1. 

In addition, you may inspect 

comments at the Public Reading Room, 

1700 G Street, NW., by appointment. To 

make an appointment for access, call 

(202) 906–5922, send an e-mail to 

public.info@ots.treas.gov, or send a 

facsimile transmission to (202) 906–

7755. (Prior notice identifying the 

materials you will be requesting will 

assist us in serving you.) We schedule 

appointments on business days between 

10 a.m. and 4 p.m. In most cases, 

appointments will be available the next 

business day following the date we 

receive a request. 

A copy of the comments may also be 

submitted to the OMB desk officer for 

the agencies by mail to the Office of 

Information and Regulatory Affairs, U.S. 

Office of Management and Budget, New 

Executive Office Building, Room 10235, 

725 17th Street, NW., Washington, DC 

20503, or by fax to (202) 395–6974. 

FOR FURTHER INFORMATION CONTACT: For 

further information about the proposed 

regulatory reporting requirements 

discussed in this notice, please contact 


sroberts on PROD1PC70 with NOTICES
55988 Federal Register / Vol. 71, No. 185 / Monday, September 25, 2006 / Notices 

2For the OCC: http://www.occ.treas.gov; for the 

FDIC: http://www.fdic.gov; for the OTS: http:// 

www.ots.treas.gov; for the Board: http:// 

www.federalreserve.gov/boarddocs/reportforms/

review.cfm; and for the FFIEC: http://www.ffiec.gov/ 

ffiec_report_forms.htm. 

3Terms used in this text and in the proposed 

regulatory reporting schedule and instructions are 

used as defined in the Market Risk NPR. 

4For the OTS, the Market Risk NPR provides a 

new framework for assessing capital for market risk. 

5For banks, the Consolidated Reports of 

Condition and Income (Call Report) (Form FFIEC 

031 or FFIEC 041; OMB No. 1557–0081 for the OCC, 

7100–0036 for the Board, and 3064–0052 for the 

FDIC) and, for BHCs, the Consolidated Financial 

Statements for Bank Holding Companies (Board 

Form FR Y–9C; OMB No. 7100–0128). As 

mentioned in footnote 4, for the OTS, the Market 

Risk NPR provides a new framework for assessing 

capital for market risk. As a consequence, savings 

associations currently are not subject to a regulatory 

reporting requirement related to market risk in the 

Thrift Financial Report (OTS Form 1313; OMB No. 

1550–0023). 

any of the agency clearance officers 

whose names appear below. In addition, 

copies of the reporting schedule and 

instructions can be obtained at each 

agency’s web site as well as the FFIEC’s 

Web site.2

OCC: Please direct substantive 

questions to Margot Schwadron, Risk 

Expert, Capital Policy Division, (202) 

874–6022, and requests for copies of the 

collection to Mary Gottlieb, OCC 

Clearance Officer, or Camille Dickerson, 

(202) 874–5090, Legislative and 

Regulatory Activities Division, Office of 

the Comptroller of the Currency, 250 E 

Street, SW., Washington, DC 20219. 

Board: Michelle Long, Federal 

Reserve Board Clearance Officer, 

Division of Research and Statistics, 

Board of Governors of the Federal 

Reserve System, Washington, DC 20551 

(202–452–3829). 

FDIC: Steven F. Hanft, Clearance 

Officer, at shanft@fdic.gov, (202–898–

3907), Legal Division, Federal Deposit 

Insurance Corporation, 550 17th Street, 

NW., Washington, DC 20429. 

OTS: Marilyn K. Burton, OTS 

Clearance Officer, at 

marilyn.burton@ots.treas.gov, (202) 

906–6467, or facsimile number (202) 

906–6518, Litigation Division, Chief 

Counsel’s Office, Office of Thrift 

Supervision, 1700 G Street, NW., 

Washington, DC 20552. 

SUPPLEMENTARY INFORMATION: The 

agencies are proposing to implement the 

following new information collections. 

Report Title: Market Risk Regulatory 

Reporting Requirements. 

Form Numbers: FFIEC 102. 

Frequency of Response: Quarterly. 

Affected Public: Business or other forprofit. 

OCC 

OMB Number: 1557–NEW. 

Estimated Number of Respondents: 10 

national banks. 

Estimated Time per Response: 11.75 

burden hours. 

Estimated Total Annual Burden: 470 

hours. 

Board 

OMB Number: 7100–NEW. 

Estimated Number of Respondents: 4 

state member banks. 

Estimated Time per Response: 11.75 

hours. 

Estimated Total Annual Burden: 188 

hours. 

OMB Number: 7100–NEW. 

Estimated Number of Respondents: 18 

BHCs. 

Estimated Time per Response: 11.75 

hours. 

Estimated Total Annual Burden: 846 

hours. 

FDIC 

OMB Number: 3064–NEW. 

Estimated Number of Respondents: 3 

state nonmember banks. 

Estimated Time per Response: 11.75 

burden hours. 

Estimated Total Annual Burden: 141 

hours. 

OTS 

OMB Number: 1550–NEW. 

Estimated Number of Respondents: 1 

savings association. 

Estimated Time per Response: 11.75 

hours. 

Estimated Total Annual Burden: 47 

hours. 

General Description of Reports 

These information collections would 

be mandatory for banks that meet the 

market risk requirements within the 

agencies’ risk-based capital standards: 

12 U.S.C. 161 (for national banks), 12 

U.S.C. 324 and 12 U.S.C. 1844(c) (for 

state member banks and BHCs, 

respectively), 12 U.S.C. 1817 (for 

insured state nonmember commercial 

and savings banks), and 12 U.S.C. 1464 

(for savings associations). These 

information collections would be given 

confidential treatment (5 U.S.C. 

552(b)(4)). 

Abstract 

Each bank that meets the market risk 

requirements within the agencies’ riskbased capital standards would file 

quarterly regulatory reports for the 

agencies’ use in assessing the 

reasonableness and accuracy of a 

reporting entity’s calculation of its 

minimum capital requirements under 

the market risk rules and in evaluating 

an entity’s capital in relation to its risks. 

Current Actions 

Risk-Based Capital Standards: Market 

Risk Framework: Regulatory Reporting 

Requirements 

I. Background 

The agencies have today published a 

joint notice of proposed rulemaking 

entitled Risk-Based Capital Standards: 

Market Risk (the Market Risk NPR).3

The Market Risk NPR, which would 

apply to all banks that meet the market 

risk requirements, describes proposed 

changes to the agencies’ existing market 

risk rules.4 Included within the Market 

Risk NPR are requirements for public 

disclosure of certain information at the 

consolidated banking organization level 

as well as a reference to certain 

additional regulatory reporting by 

depository institutions (DIs) and BHCs. 

The additional regulatory reporting 

referenced within the Market Risk NPR, 

and described more fully herein, 

comprise the agencies’ proposed 

regulatory reporting requirements. 

The agencies are publishing the 

Market Risk NPR and the regulatory 

reporting proposal described herein at 

the same time as their notice of 

proposed rulemaking for the Advanced 

Capital Adequacy Framework for riskbased capital and its associated 

regulatory reporting proposal so that the 

industry, and other interested parties, 

may assess the full impact of the two 

proposed rules. 

At present, banks and BHCs that are 

subject to the existing market risk rules 

report the amount of their market risk 

equivalent assets in their respective 

quarterly regulatory reports.5 This 

current reporting requirement reveals 

only the end result of the market risk 

calculations without providing any 

information concerning the key inputs 

to the measure for market risk. 

Accordingly, the agencies are proposing 

the standardized regulatory reporting 

requirements described herein in order 

to assess the reasonableness and 

accuracy of a bank’s calculation of its 

minimum capital requirements under 

the proposed revised Market Risk rule 

and to evaluate a bank’s capital in 

relation to its risks. Importantly, the 

new reports will allow the agencies to 

better track growth in more credit-risk 

related, less liquid, and less actively 

traded products in the trading book that, 

in the past, have had risks that have 

been difficult to capture and measure. 

These reports should assist the agencies 

in ensuring that these risks are 

adequately reflected for safety and 

soundness purposes. 

In this regard, the reported data will 

enable the agencies to monitor the levels 


sroberts on PROD1PC70 with NOTICES
Federal Register / Vol. 71, No. 185 / Monday, September 25, 2006 / Notices 55989 

of and trends in components that 

comprise the market risk measure under 

the proposed revised rule within and 

across reporting banks. Such component 

reporting will allow supervisors to 

better understand, on an ongoing basis, 

model implied diversification benefits 

for individual banks. The agencies also 

will gain the ability to perform bank-tobank comparisons of the drivers 

underlying banks’ measures for market 

risk, identify potential outliers through 

bank-to-peer comparisons, track these 

drivers at banks over time relative to 

trends in other risk indicators, and focus 

onsite examination efforts. Furthermore, 

the agencies believe that requiring 

certain common reporting across banks 

would facilitate comparable application 

of the proposed revised Market Risk 

rule. 

Scope and Frequency of Regulatory 

Reporting 

The proposed regulatory reporting 

requirements associated with the Market 

Risk NPR would apply, on a 

consolidated basis, to each BHC and 

each DI that is required to calculate its 

risk-based capital using the market risk 

rules (see Section 1(b) of the proposed 

regulatory text in the Market Risk NPR 

for a detailed description of the 

institutions covered by this notice). 

Reporting BHCs and DIs would submit 

reports quarterly because efforts to 

monitor banks’ progress toward, and 

actions under, the Market Risk rules 

require regular and consistent reports 

from all of the institutions subject to 

this rule. 

The agencies expect that the report 

due dates for the proposal described 

herein would be the same as the report 

due dates currently required by banks, 

savings associations, and bank holding 

companies when filing their respective 

quarterly regulatory reports. In addition, 

the agencies expect all banks to meet the 

existing reporting standards for 

accuracy and other requirements as 

currently mandated by their primary 

Federal supervisor. 

Schedule 1, for market risk, would 

first be reported at the end of the first 

calendar quarter in which the market 

risk rule becomes effective. 

II. Overview of the Data Collection 

Proposal 

Schedule 1 shows the data elements 

within the market risk exposure class 

that would be reported under the 

Market Risk NPR. The data submitted in 

Schedule 1 will be shared among the 

four agencies but will not be released to 

the public. The schedule is subdivided 

into sections. The first section contains 

data elements relating to banks’

approved regulatory market risk models 

including details of value at risk (VaR) 

measures (as of the reporting date and 

averaged over 60 days) broken down by 

associated risk categories (interest rate, 

equity, foreign exchange, commodities, 

and credit) and specific risk charges. 

The second section contains data 

elements relating to market risk 

exposures covered under the standard 

method broken down by covered debt 

and equity positions. Other sections 

contain data elements relating to 

summary information on default risk 

charges and valuation adjustments. 

In developing this proposal, the 

agencies considered several trade-offs 

between reporting burden and the 

information needs of bank supervisors. 

One issue that the agencies identified 

was that banks have exposures in 

certain products that might fit into more 

than one of the specified risk categories 

(interest rate, equity, foreign exchange, 

commodities, and credit). For example, 

convertible securities will mostly be 

subject to interest rate risk unless their 

value converges with that of the 

underlying equity. Similarly, foreign 

exchange swaps are primarily interest 

rate positions, but it is possible that a 

bank might classify some as foreign 

exchange risk. As a result, the agencies 

propose that banks may classify their 

exposures in the same categories in 

which they are reported internally for 

purposes of calculating the VaRs for this 

reporting schedule. Similarly, the 

agencies, for purposes of this reporting 

schedule, have defined correlation 

benefit as any adjustment to VaR that a 

bank makes to reflect statistical 

correlation between the values of the 

underlying positions. The agencies also 

recognize that some banks may not 

adjust for correlation benefits in their 

VaR estimates, and in that case a bank 

need not estimate it for purposes of this 

reporting schedule. 

III. Request for Comment 

Public comment is requested on all 

aspects of this joint notice. The agencies 

wish to encourage banks and other 

interested parties to comment on such 

matters as data availability and data 

alternatives. In addition, comments are 

invited on: 

(a) Whether the proposed collections 

of information are necessary for the 

proper performance of the agencies’

functions, including whether the 

information has practical utility; 

(b) The accuracy of the agencies’

estimates of the burden of the proposed 

information collections, including the 

validity of the methodology and 

assumptions used; 

(c) Ways to enhance the quality, 

utility, and clarity of the information to 

be collected; 

(d) Ways to minimize the burden of 

information collections on respondents, 

including through the use of automated 

collection techniques or other forms of 

information technology; and 

(e) Estimates of capital or start up 

costs and costs of operation, 

maintenance, and purchase of services 

to provide information. 

Comments submitted in response to 

this joint notice will be shared among 

the agencies and will be summarized or 

included in the agencies’ requests for 

OMB approval. All comments will 

become a matter of public record. 

Dated: September 6, 2006. 

Stuart E. Feldstein, 

Assistant Director, Legislative and Regulatory 

Activities Division, Office of the Comptroller 

of the Currency. 

Board of Governors of the Federal Reserve 

System, September 11, 2006. 

Jennifer J. Johnson 

Secretary of the Board. 

Federal Deposit Insurance Corporation. 

Dated at Washington, DC, this 8th day of 

September, 2006. 

Robert E. Feldman, 

Executive Secretary. 

Dated: September 7, 2006. 

Deborah Dakin, 

Senior Deputy Chief Counsel, Regulations and 

Legislation Division, Office of Thrift 

Supervision. 

[FR Doc. 06–7675 Filed 9–22–06; 8:45 am] 

BILLING CODE 4810–33–P, 6210–01–P, 6714–01–P, 

6720–01–P 


sroberts on PROD1PC70 with NOTICES