Level from quarterly Report of Assets and Liabilities of U.S. Branches and Agencies of Foreign Banks (form FFIEC 002), schedule C - Loans, sum of Lease financing receivables (net of unearned income) of U.S. addressees (domicile) (series RCFD2182 less RCFN2182) and Commercial and industrial loans to U.S. addresses (domicile)(series RCFD1763 less RCFN1763), less a market to book value adjustment on loans that were reported at fair value calculated as a portion of Memoranda, Commercial and industrial loans measured at fair value (RCFDF585 less RCFNF585) less the Unpaid principal balance of commercial and industrial loans measured at fair value (series RCFDF597 less RCFNF597); and from the Consolidated Report of Condition and Income for Edge and Agreement Corporations (form FR 2886b), schedule RC-C - Loans and Lease Financing Receivables, Commercial and industrial loans to U.S. addresses (domicile)(series RCFD1761). The portion is calculated as the ratio of Commercial and industrial loans to non-U.S. addressees (domicile) (series RCFD1764 less RCFN1764) to Commercial and industrial loans (series RCFD1763 and RCFD1764 less RCFN1763 and RCFN1764). Unadjusted transactions are the change in the level; seasonally adjusted transactions are obtained using X-13-ARIMA procedure.
Last edited on: 10/05/2009