Level from quarterly Reports of Condition for U.S.-chartered depository institutions (forms FFIEC 031, FFIEC 041 and FFIEC 051), schedule RC-C - Loans and Lease Financing Receivables, Loans secured by 1-4 family residential properties (sum of series RCON1797, RCON5367, and RCON5368) and Loans secured by 1-4 family residential construction loans (series RCONF158). plus schedule RC-D - Trading Assets and Liabilities, Memoranda, the Unpaid principal balance of loans secured by 1-4 family residential properties measured at fair value (RCFDHT66, note for FFIEC 031 filers, all such loans are assumed to be from domestic offices). Unadjusted transactions are the change in the level, less other volume changes. Other volume changes include charge-offs beginning 2007:Q1. Gross charge-offs data are available from the Reports of Condition. Seasonally adjusted transactions are obtained using X-13-ARIMA procedure. From 2006:Q1 onward, seasonal factors are the same as those calculated for the four quarters of 2005.
Last edited on: 09/18/2018