75152 Federal Register / Vol. 79, No. 242 / Wednesday, December 17, 2014 / Notices 

3Source: Census Bureau 2011 County Business 

Patterns: Number of Firms, Number of 

Establishments, Employment, and Annual Payroll 

by Enterprise Employment Size for the United 

States and States, Totals: 2011, Release Date 12.13. 

(https://www.census.gov/econ/susb/.) Select U.S. & 

states, Totals. Downloaded on October 2, 2014. 

4Source of original data: 2012 Census of 

Governments: Employment. Individual Government 

Data File (http://www.census.gov/govs/apes/), Local 

Downloadable Data zip file 12ind_all_tabs.xls. The 

original number of government entities was 

adjusted to only include those with 15 or more 

employees. 

5Source: U.S. Department of Education, National 

Center for Education Statistics, IPEDS, Fall 2013. 

Number and percentage distribution of Title IV 

institutions, by control of institution, level of 

institution, and region: United States and other U.S. 

jurisdictions, academic year 2013–1(http://

nces.ed.gov/pubsearch/

pubsinfo.asp?pubid=2014066rev). 

6EEO–3 Reports filed by referral unions in 2012 

with EEOC. 

7The National Organizations Survey is a survey 

of business organizations across the United States 

in which the unit of analysis is the actual 

workplace (http://www.icpsr.umich.edu/icpsrweb/

ICPSR/studies/04074). 

8The number of applications provided by NOS is 

35.225 and therefore calculations will not result in 

the same total amount due to rounding. 

9Bureau of Labor Statistics Job Openings and 

Labor Turnover Survey, 2013 annual level data (Not 

seasonally adjusted), (http://www.bls.gov/jlt/

data.htm) is the source of the original data. The BLS 

figure (50,718,000) has been adjusted to only 

include hires by firms with 15 or more employees. 

10See 29 CFR 1607.15A(1): Simplified 

recordkeeping for users with less than 100 

employees. In order to minimize recordkeeping 

burdens on employers who employ one hundred 

(100) or fewer employees, and other users not 

required to file EEO–1, et seq., reports, such users 

may satisfy the requirements of this section 15 if 

they maintain and have available records showing, 

for each year: (a) The number of persons hired, 

promoted, and terminated for each job, by sex, and 

where appropriate by race and national origin; 

(b)The number of applicants for hire and promotion 

by sex and where appropriate by race and national 

origin; and (c) The selection procedures utilized 

(either standardized or not standardized). 

from private employment,3 the public 

sector,4 colleges and universities,5 and 

referral unions.6

This burden assessment is based on 

an estimate of the number of job 

applications submitted to all Title VIIcovered employers in one year, 

including paper-based and electronic 

applications. The total number of job 

applications submitted every year to 

covered employers is estimated to be 

1,529,399,487, based on a National 

Organizations Survey 7 average of 

approximately 35 applications 8 for 

every hire and a Bureau of Labor 

Statistics data estimate of 43,414,608 

annual hires.9 This figure also includes 

119,920 applicants for union 

membership reported on the EEO–3 

form for 2012. 

The employer burden associated with 

collecting and storing applicant 

demographic data is based on the 

following assumptions: Applicants 

would need to be asked to provide three 

pieces of information—sex, race/

ethnicity, and an identification number 

(a total of approximately 13 keystrokes); 

the employer would need to transfer 

information received to a database 

either manually or electronically; and 

the employer would need to store the 13 

characters of information for each 

applicant. Recordkeeping costs and 

burden are assumed to be the time cost 

associated with entering 13 keystrokes. 

Assuming that the required 

recordkeeping takes 30 seconds per 

record, and assuming a total of 

1,529,399,487 paper and electronic 

applications per year (as calculated 

above), the resulting UGESP burden 

hours would be 6,372,498. Based on a 

wage rate of $15.48 per hour for the 

individuals entering the data, the 

collection and storage of applicant 

demographic data would come to 

approximately $98,646,267 per year for 

Title VII-covered employers. We expect 

that the foregoing assumptions are overinclusive, because many employers 

have electronic job application 

processes that should be able to capture 

applicant flow data automatically. 

While the burden hours and costs for 

the UGESP recordkeeping requirement 

seem very large, the average burden per 

employer is relatively small. We 

estimate that UGESP applies to 914,843 

employers. Therefore the cost per 

covered employer is less than $108 

($98,646,267 divided by 914,843 is 

equal to $107.87). Additionally UGESP 

allows for simplified recordkeeping for 

employers with more than 15 but less 

than 100 employees.10

Dated: December 11, 2014. 

Jenny R. Yang, 

Chair, Equal Employment Opportunity 

Commission. 

[FR Doc. 2014–29593 Filed 12–16–14; 8:45 am] 

BILLING CODE 6570–01–P 

FEDERAL DEPOSIT INSURANCE 

CORPORATION 

Agency Information Collection 

Activities: Information Collection 

Revision; Comment Request (3064– 

0189) 

AGENCY: Federal Deposit Insurance 

Corporation (FDIC). 

ACTION: Notice of Information Collection 

To Be Submitted to OMB for Review 

and Approval Under the Paperwork 

Reduction Act, and Request for 

Comment 

SUMMARY: The Federal Deposit 

Insurance Corporation (‘‘FDIC’’) invites 

the general public and other Federal 

agencies to take this opportunity to 

comment on a revision of a continuing 

information collection, titled, 

‘‘Company-Run Annual Stress Test 

Reporting Template and Documentation 

for Covered Institutions with Total 

Consolidated Assets of $50 Billion or 

More under the Dodd-Frank Wall Street 

Reform and Consumer Protection Act,’’ 

(3064–0189), as required by the 

Paperwork Reduction Act of 1995. 

DATES: Comments must be received by 

January 16, 2015. 

ADDRESSES: You may submit written 

comments by any of the following 

methods: 

• Agency Web site: http://

www.fdic.gov/regulations/laws/federal/. 

Follow the instructions for submitting 

comments on the FDIC Web site. 

• Federal eRulemaking Portal: http:// 

www.regulations.gov. Follow the 

instructions for submitting comments. 

• Email: Comments@FDIC.gov. 

Include ‘‘Annual Stress Test Reporting 

Template and Documentation for 

Covered Institutions with Total 

Consolidated Assets of $50 Billion or 

More’’ on the subject line of the 

message. 

• Mail: Gary A. Kuiper, Counsel, or 

John Popeo, Counsel, Legal Division, 

Attention: Comments, FDIC, 550 17th 

Street NW., MB–3098, Washington, DC 

20429. 

• Hand Delivery/Courier: Guard 

station at the rear of the 550 17th Street 

Building (located on F Street) on 

business days between 7:00 a.m. and 

5:00 p.m. 

• Public Inspection: All comments 

received will be posted without change 

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

federal/ including any personal 

information provided. 

Additionally, you may send a copy of 

your comments: By mail to the U.S. 

Office of Management and Budget, 725 

17th Street NW., #10235, Washington, 

DC 20503 or by facsimile to 

202.395.6974, Attention: Federal 

Banking Agency Desk Officer. 

FOR FURTHER INFORMATION CONTACT: You 

can request additional information from 

John Popeo (202.898.6923), or Gary 

Kuiper (202.898.3877), Legal Division, 

Federal Deposit Insurance Corporation, 

550 17th Street NW., MB–3098, 

Washington, DC 20429. In addition, 

copies of the templates referenced in 

this notice can be found on the FDIC’s 

Web site (http://www.fdic.gov/

regulations/laws/federal/). 

SUPPLEMENTARY INFORMATION: The FDIC 

is requesting comment on the following 

changes to the information collection: 

mstockstill on DSK4VPTVN1PROD with NOTICES

Federal Register / Vol. 79, No. 242 / Wednesday, December 17, 2014 / Notices 75153 

1Public Law 111–203, 124 Stat. 1376 (July 21, 

2010). 

2 12 U.S.C. 5365(i)(2)(A). 

3 12 U.S.C. 5301(12). 

4 12 U.S.C. 5365(i)(2)(C). 

5 12 U.S.C. 5365(i)(2)(B). 

6 77 FR 62417 (October 15, 2012). 

7 77 FR 52718 (August 30, 2012) and 77 FR 70435 

(November 26, 2012). 

8 78 FR 55340 (September 10, 2013). 

9 79 FR 20754 (April 14, 2014). 10 79 FR 58780 (September 30, 2014). 

Title: Company-Run Annual Stress 

Test Reporting Template and 

Documentation for Covered Institutions 

with Total Consolidated Assets of $50 

Billion or More under the Dodd-Frank 

Wall Street Reform and Consumer 

Protection Act. 

OMB Control Number: 3064–0189 

Description: Section 165(i)(2) of the 

Dodd-Frank Wall Street Reform and 

Consumer Protection Act 1 (‘‘DoddFrank Act’’) requires certain financial 

companies, including state nonmember 

banks and state savings associations, to 

conduct annual stress tests 2 and 

requires the primary financial regulatory 

agency 3 of those financial companies to 

issue regulations implementing the 

stress test requirements.4 A state 

nonmember bank or state savings 

association is a ‘‘covered bank’’ and 

therefore subject to the stress test 

requirements if its total consolidated 

assets are more than $10 billion. Under 

section 165(i)(2), a covered bank is 

required to submit to the Board of 

Governors of the Federal Reserve 

System (Board) and to its primary 

financial regulatory agency a report at 

such time, in such form, and containing 

such information as the primary 

financial regulatory agency may 

require.5

On October 15, 2012, the FDIC 

published in the Federal Register a final 

rule implementing the section 165(i)(2) 

annual stress test requirement.6 The 

final rule requires covered banks to 

meet specific reporting requirements 

under section 165(i)(2). In 2012, the 

FDIC first implemented the reporting 

templates for covered banks with total 

consolidated assets of $50 billion or 

more and provided instructions for 

completing the reports.7 This 

information collection notice describes 

revisions by the FDIC to those reporting 

templates and related instructions, as 

well as required information. The 

information contained in these 

information collections may be given 

confidential treatment to the extent 

allowed by law (5 U.S.C. 552(b)(4)). 

Consistent with past practice, the 

FDIC intends to use the data collected 

to assess the reasonableness of the stress 

test results of covered banks and to 

provide forward-looking information to 

the FDIC regarding a covered 

institution’s capital adequacy. The FDIC 

also may use the results of the stress 

tests to determine whether additional 

analytical techniques and exercises 

could be appropriate to identify, 

measure, and monitor risks at the 

covered bank. The stress test results are 

expected to support ongoing 

improvement in a covered bank’s stress 

testing practices with respect to its 

internal assessments of capital adequacy 

and overall capital planning. 

The FDIC recognizes that many 

covered banks with total consolidated 

assets of $50 billion or more are 

required to submit reports using the 

Board’s Comprehensive Capital 

Analysis and Review (‘‘CCAR’’) 

reporting form, FR Y–14A. The FDIC 

also recognizes the Board has modified 

the FR Y–14A, and the FDIC will keep 

its reporting requirements as similar as 

possible with the Board’s FR Y–14A in 

order to minimize burden on affected 

institutions. Therefore, the FDIC is 

revising its reporting requirements to 

remain consistent with the Board’s FR 

Y–14A for covered banks with total 

consolidated assets of $50 billion or 

more. 

Revisions to Reporting Templates for 

Institutions With $50 Billion or More in 

Assets 

On July 9, 2013, the FDIC approved 

an interim final rule that will revise and 

replace the FDIC’s risk-based and 

leverage capital requirements to be 

consistent with agreements reached by 

the Basel Committee on Banking 

Supervision in ‘‘Basel III: A Global 

Regulatory Framework for More 

Resilient Banks and Banking Systems’’ 

(‘‘Basel III’’).8 The final rule was 

published in the Federal Register on 

April 14, 2014 (‘‘Revised Capital 

Framework’’).9 The revisions include 

implementation of a new definition of 

regulatory capital, a new common 

equity tier 1 minimum capital 

requirement, a higher minimum tier 1 

capital requirement, and, for banking 

organizations subject to the Advanced 

Approaches capital rules, a 

supplementary leverage ratio that 

incorporates a broader set of exposures 

in the denominator measure. In 

addition, the rule will amend the 

methodologies for determining risk 

weighted assets. All banking 

organizations that are not subject to the 

Advanced Approaches Rule must begin 

to comply with the Revised Capital 

Framework on January 1, 2015. 

Due to the timing of the Dodd-Frank 

Act stress test and the revised capital 

rulemaking, the FDIC considered several 

options for the timing and scope of this 

proposal to collect information related 

to the capital rulemaking. On September 

30, 2014, the FDIC published in the 

Federal Register, a 60-day information 

collection notice requesting public 

comment on proposed revisions to the 

DFAST–14A stress testing reporting 

templates.10 The FDIC received no 

comments on the proposed changes to 

the DFAST–14A stress testing reporting 

templates. The revisions to the DFAST– 

14A reporting templates consist of 

adding data items, deleting data items, 

and redefining existing data items. 

These changes will provide additional 

information to greatly enhance the 

ability of the FDIC to analyze the 

validity and integrity of firms’ 

projections, improve comparability 

across firms, and increase consistency 

between the FR Y–14A reporting 

templates and DFAST–14A reporting 

templates. The FDIC has conducted a 

thorough review of the changes and 

believes that the incremental burden of 

these changes is justified given the need 

for these data to properly conduct the 

FDIC’s supervisory responsibilities 

related to the stress testing. 

Summary Schedule 

Revisions to Income Statement SubSchedule 

Under the current reporting template,, 

there is a definitional difference 

between the realized gains (losses) on 

available-for-sale (‘‘AFS’’) and held-tomaturity (‘‘HTM’’) securities reported on 

the Income Statement (items 127 and 

128) and the AFS and HTM totals 

computed on sub-schedule A.3.c 

(Projected Other-Than-Temporary 

Impairment (‘‘OTTI’’) for AFS and HTM 

Securities by Portfolio), resulting from 

the Revised Capital Framework. In order 

to accurately collect information for the 

Income Statement, the FDIC proposes 

changing items 127 and 128 to be 

reported items instead of being equal to 

the total amounts on sub-schedule 

A.3.c. Additionally, for consistency 

with changes proposed to sub-schedule 

A.5 (Counterparty Risk) described 

below, items 59 and 62 (Trading 

Incremental Default Losses and Other 

CCR Losses) would be modified to be 

Trading Issuer Default Losses and CCR 

Losses, and line item 61 (Counterparty 

Incremental Default Losses) would be 

removed. 

Revisions to RWA and Capital SubSchedules 

To better align the collection of 

regulatory capital components with 

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75154 Federal Register / Vol. 79, No. 242 / Wednesday, December 17, 2014 / Notices 

schedule RC–R of the Reports of 

Condition and Income (‘‘Call Report’’), 

the definitions of the items on schedule 

A.1.d (Capital) have been modified to 

refer to or mirror the definitions that 

appear on the Call Report. Furthermore, 

in order to ensure comparability among 

respondents and that transition 

provisions are being accurately and 

consistently applied, respondents 

would be required to apply the 

appropriate transition provisions to all 

transition-affected items of schedule 

A.1.d per the revised regulatory capital 

rule. With regard to the RWA subschedules, the standardized approach 

RWA and market RWA items of 

schedule A.1.c.1 (General RWA) have 

been changed in accordance with 

modifications to schedule RC–R of the 

Call Report that are currently being 

considered, and moved to a separate 

schedule A.1.c.2 (Standardized RWA). 

These changes include both the 

modification and addition of items, for 

an overall addition of 12 items. 

Additionally, the computed items one 

through five of the current sub-schedule 

A.1.c.2 (Advanced RWA) would be 

removed. Despite the alignment of these 

schedules with the Call Report, the 

column of actual values has not been 

removed because the values reported on 

these schedules are assumed to have 

completed the transition schedule 

outlined in the Revised Capital 

Framework, whereas values reported on 

the Call Report follow the transition 

schedule. 

Revisions to Retail Repurchase SubSchedule 

Due to recent activity by respondents 

involving settlements related to their 

representation & warranty (‘‘R&W’’) 

liabilities, additional detail would be 

collected about the R&W liabilities. 

Specifically, items would be added that 

collect the unpaid principal balance 

(‘‘UPB’’) of loans covered by completed 

settlements for which liability remains 

and for which no liability remains by 

vintage beginning with 2004, as well as 

total settlement across vintages, for the 

following categories of loans: loans sold 

to Fannie Mae, loans sold to Freddie 

Mac, loans insured by the U.S. 

government, loans securitized with 

monoline insurance, loans secured 

without monoline insurance, and whole 

loans sold. 

Revisions to Securities Sub-Schedule 

Because covered bonds are a material 

exposure to companies that have unique 

characteristics relative to other asset 

categories currently on this subschedule, the FDIC would add a covered 

bond category to sub-schedules A.3.b, 

A.3.c, A.3.d, and A.3.e in order to 

appropriately and separately evaluate 

respondents’ projections of these assets. 

Additionally, two columns would be 

added to collect information for each of 

the asset categories of sub-schedule 

A.3.d that would allow changes in 

market value to be distinguished from 

changes in portfolio allocation for each 

projected quarter: (1) Beginning Fair 

Market Value, and (2) Fair Value Rate of 

Change, which is the weighted average 

percent change in fair value over the 

quarter. Finally, to reduce reporting 

burden and increase efficiency in 

reporting, the nine sub-asset categories 

of Domestic Non-Agency Residential 

Mortgage-Backed Securities (‘‘RMBS’’) 

would be removed from the same subschedules, and the AFS and HTM 

portions of sub-schedule A.3.c would be 

combined into an additional column to 

identify AFS amounts versus HTM 

amounts. 

Revisions to Trading Sub-Schedule 

Because credit valuation adjustment 

(‘‘CVA’’) losses are modeled separately 

from trading portfolio losses, the FDIC 

proposes that the profit (loss) amount 

related to CVA hedges be reported 

separately from other trading activity in 

the trading sub-schedule. 

Revisions to Counterparty Risk SubSchedule 

In order to allow respondents to use 

alternative methodologies for estimating 

losses related to the default of issuers 

and counterparties, the requirement of 

using the incremental default risk 

(‘‘IDR’’) methodology would be 

removed. Accordingly, items 1, 1a and 

1b (Trading Incremental Default Losses, 

Trading Incremental Default Losses 

from securitized products, and Trading 

Incremental Default Losses from other 

credit sensitive instruments) would be 

modified to be Trading Issuer Default 

Losses. Additionally, items 3 

(Counterparty Incremental Default 

Losses) and 3a (Impact of CCR IDR 

Hedges) would be removed, item 4 

(Other CCR Losses) would be modified 

to be CCR Losses, and the item, Effect 

of CCR Hedges, would be added. 

Regulatory Capital Instruments 

Schedule 

Proposed changes to the Regulatory 

Capital Instruments Schedule would be 

responsive to industry feedback and 

ensure that information is being 

accurately captured. Specifically, the 

FDIC proposes (1) adding an item that 

collects employee stock compensation 

to the four quarterly redemption/

repurchase and issuance activity subsections; (2) adding 18 items to the 

general risk-based capital rules section 

and 28 items to the revised regulatory 

capital section that collect activity other 

than issuances or repurchases for each 

instrument in the section, because 

respondents add this activity to other 

items; and (3) changing the capital 

balance items in the general risk-based 

capital rules section and the revised 

regulatory capital section from reported 

items to formulas, since they would be 

able to be computed using the items 

proposed above. 

Regulatory Capital Transitions 

Schedule 

Similar to the changes proposed to the 

RWA and Capital sub-schedules of the 

Summary Schedule, proposed changes 

to the Regulatory Capital Transitions 

Schedule would be made to better align 

the collection of regulatory capital 

components with modifications to 

schedule RC–R of the Call Report, 

which are currently being considered. 

The FDIC proposes (1) aligning the 

definitions of the items on the Capital 

Composition sub-schedule to be 

consistent with schedule RC–R; (2) 

modifying the RWA General subschedule to align with proposed 

revisions to schedule RC–R, including 

changing the name to Standardized 

RWA and modifying, removing, and 

adding items for a net increase of 15 

items; (3) modifying, adding, and 

removing items of the Advanced RWA 

sub-schedule to align with sub-schedule 

A.1.c.2 (Advanced RWA on the 

Summary Schedule), for a net increase 

of 21 items; and (4) revising the 

Leverage Ratio sub-schedule in 

accordance with the supplementary 

leverage ratio rulemaking proposal, for a 

net increase of 10 items. Despite the 

alignment of these schedules with the 

Call Report, the column of actual values 

has not been removed because the 

values reported on these schedules are 

assumed to have completed the 

transition schedule outlined in the 

Revised Capital Framework, whereas 

values reported on the Call Report 

follow the transition schedule. 

Operational Risk Schedule 

Proposed changes to the Operational 

Risk Schedule would provide greater 

insight into the types and frequency of 

operational risk expenses incurred by 

respondents, which would improve 

ongoing supervisory activities. 

The FDIC proposes adding a data item 

for respondents to voluntarily disclose 

how much of their mortgage related 

litigation reserve is attributable to 

contractual representation and warranty 

claims. 

mstockstill on DSK4VPTVN1PROD with NOTICES

Federal Register / Vol. 79, No. 242 / Wednesday, December 17, 2014 / Notices 75155 

Counterparty Credit Risk Schedule 

Significant additions would be made 

to the Counterparty Credit Risk 

Schedule in order to more adequately 

and accurately capture exposure 

information related to derivatives and 

securities financing transactions 

(‘‘SFTs’’). These additions would 

remediate deficiencies discovered in the 

current collection related to exposure, 

including a lack of information 

regarding collateral, asset types, and 

total exposure to a given counterparty, 

and have been carefully evaluated 

internally and vetted with respondents. 

The FDIC proposes: (1) Adding a subschedule that collects the derivative 

exposures at a legal-entity nettingagreement level for the top 25 noncentral clearing counterparty (‘‘nonCCP’’) and non-G–7 counterparties, as 

well as all CCPs and the G–7 

counterparties, that includes a breakout 

of collateral into cash and non-cash, and 

exposures into 14 asset categories; (2) 

changing the current SFT sub-schedule 

to collect exposures and collateral 

separately at a counterparty legal-entity 

netting-agreement level for the top 25 

non-CCP and non-G–7 counterparties, as 

well as all CCPs and the G–7 

counterparties, and adding asset subcategories for a total of 30 specific asset 

types; (3) removing all columns with the 

institution specification of margin 

period of risk (‘‘MPOR’’) under the 

global market shocks from subschedules F.1.a through F.1.e and F.2; 

(4) removing the column LGD Derived 

from Unstressed PD on F.2; and (5) 

adding columns to worksheet F.1.e to 

collect both gross and net stressed and 

unstressed current exposure to central 

clearing counterparties. 

Burden Estimates 

The FDIC estimates the burden of this 

collection as follows: 

Current 

Number of Respondents: 4. 

Annual Burden per Respondent: 

1,040. 

Total Annual Burden: 4,160. 

Proposed 

Estimated Number of Respondents: 4. 

Annual Burden per Respondent: 

1,040. 

Estimated Total Annual Burden: 

4,160 hours. 

The FDIC recognizes that the Board 

has estimated 88,401 hours for bank 

holding companies to prepare the 

Summary, Macroscenario, Operational 

risk, Regulatory capital transitions, 

Regulatory capital instruments, and 

Counterparty credit risk schedules 

submitted for the FR Y–14A. The FDIC 

believes that the systems covered 

institutions use to prepare the FR Y– 

14A reporting templates will also be 

used to prepare the reporting templates 

described in this notice. Comments 

continue to be invited on: 

(a) Whether the collection of 

information is necessary for the proper 

performance of the functions of the 

FDIC, including whether the 

information has practical utility; 

(b) The accuracy of the FDIC’s 

estimate of the burden of the collection 

of information; 

(c) Ways to enhance the quality, 

utility, and clarity of the information to 

be collected; 

(d) Ways to minimize the burden of 

the collection 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. 

Dated at Washington, DC, this 11th day of 

December. 

Robert E. Feldman, 

Executive Secretary, Federal Deposit 

Insurance Corporation. 

[FR Doc. 2014–29418 Filed 12–16–14; 8:45 am] 

BILLING CODE 6714–01–P 

FEDERAL RESERVE SYSTEM 

Formations of, Acquisitions by, and 

Mergers of Bank Holding Companies 

The companies listed in this notice 

have applied to the Board for approval, 

pursuant to the Bank Holding Company 

Act of 1956 (12 U.S.C. 1841 et seq.) 

(BHC Act), Regulation Y (12 CFR part 

225), and all other applicable statutes 

and regulations to become a bank 

holding company and/or to acquire the 

assets or the ownership of, control of, or 

the power to vote shares of a bank or 

bank holding company and all of the 

banks and nonbanking companies 

owned by the bank holding company, 

including the companies listed below. 

The applications listed below, as well 

as other related filings required by the 

Board, are available for immediate 

inspection at the Federal Reserve Bank 

indicated. The applications will also be 

available for inspection at the offices of 

the Board of Governors. Interested 

persons may express their views in 

writing on the standards enumerated in 

the BHC Act (12 U.S.C. 1842(c)). If the 

proposal also involves the acquisition of 

a nonbanking company, the review also 

includes whether the acquisition of the 

nonbanking company complies with the 

standards in section 4 of the BHC Act 

(12 U.S.C. 1843). Unless otherwise 

noted, nonbanking activities will be 

conducted throughout the United States. 

Unless otherwise noted, comments 

regarding each of these applications 

must be received at the Reserve Bank 

indicated or the offices of the Board of 

Governors not later than January 12, 

2015. 

A. Federal Reserve Bank of Chicago 

(Colette A. Fried, Assistant Vice 

President) 230 South LaSalle Street, 

Chicago, Illinois 60690–1414: 

1. Brookfield Financial Holdings, Inc., 

Brookfield, Illinois; to become a bank 

holding company by acquiring 100 

percent of the voting shares of First 

National Bank of Brookfield, Brookfield, 

Illinois. 

B. Federal Reserve Bank of 

Minneapolis (Jacquelyn K. Brunmeier, 

Assistant Vice President) 90 Hennepin 

Avenue, Minneapolis, Minnesota 

55480–0291: 

1. Border Bancshares Inc., Greenbush, 

Minnesota; to acquire 100 percent of the 

voting shares of First Advantage Bank, 

Coon Rapids, Minnesota. 

2. Park Financial Group, Inc., 

Minneapolis, Minnesota; to become a 

bank holding company by acquiring 100 

percent of the voting shares of Park 

State Bank, Duluth, Minnesota. 

Board of Governors of the Federal Reserve 

System, December 12, 2014. 

Margaret McCloskey Shanks, 

Deputy Secretary of the Board. 

[FR Doc. 2014–29521 Filed 12–16–14; 8:45 am] 

BILLING CODE 6210–01–P 

DEPARTMENT OF HEALTH AND 

HUMAN SERVICES 

Centers for Disease Control and 

Prevention 

[60Day–15–0932] 

Proposed Data Collections Submitted 

for Public Comment and 

Recommendations 

The Centers for Disease Control and 

Prevention (CDC), as part of its 

continuing effort to reduce public 

burden and maximize the utility of 

government information, invites the 

general public and other Federal 

agencies to take this opportunity to 

comment on proposed and/or 

continuing information collections, as 

required by the Paperwork Reduction 

Act of 1995. To request more 

information on the below proposed 

project or to obtain a copy of the 

information collection plan and 

instruments, call 404–639–7570 or send 

comments to Leroy A. Richardson, 1600 

mstockstill on DSK4VPTVN1PROD with NOTICES