On October 9, the FDIC released a final rule to revise certain definitions included in the large bank pricing assessment system for banks with more than $10 billion in assets. In February 2011, the FDIC published a large bank pricing rule that, among other things, eliminated risk categories and the use of long-term debt issuer ratings. In their place, the FDIC adopted scorecards that combine CAMELS ratings and certain forward-looking measures to assess risk posed by an institution to the FDIC insurance fund. The February rule used existing interagency guidance to define nontraditional mortgage loans, subprime consumer loans, and leveraged commercial loans, but refined the definitions to minimize reporting discrepancies. A subsequent FDIC notice added a requirement that covered institutions include nontraditional mortgage loans, subprime consumer loans, and leveraged commercial loans data in their Call Reports. In response to industry concerns that institutions generally do not maintain data on those loans consistent with the definitions in the February rule, the current final rule extensively renames and revises the definitions of (i) higher-risk consumer loans, (ii) higher-risk consumer and industrial loans, (iii) nontraditional mortgage loans, and (iv) higher-risk securitizations.