Series analyzer for FL764090760.Q

U.S.-chartered depository institutions; total assets (Call Report)

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Data from quarterly Reports of Condition for U.S.-chartered depository institutions (forms FFIEC 031, FFIEC 041 and FFIEC 051). Beginning 2012:Q1, market value level estimated similarly to book value level. Transactions are calculated as the change in the book value level less an adjustment for the change in derivative positions included on schedule RC-D which reflect revaluation gains on interest rate, foreign exchange rate, and other commodity and equity contracts calculated as the difference between the current and previous quarter in schedule RC-D, Trading Assets and Liabilities, Derivatives with a positive fair value (series RCON3543 for FFIEC 031, FFIEC 041 and FFIEC 051 reporters). Unadjusted transactions are the change in the level, less revaluations and other volume changes. Capital gains are computed as the change in the market value level, less transactions, less any other change in volume. Seasonally adjusted transactions are obtained using X-13-ARIMA procedure. Book value level calculated as the sum of: schedule RC-A - Cash and Balances Due from Depository Institutions, Total (series RCON0010); plus, for FFIEC 041 and FFIEC 051 reporters, schedule RC-B - Securities, Total securities held to maturity at amortized cost (series RCON1754) and Total securities available for sale at amortized cost (series RCON1772), and for FFIEC 031 reporters, schedule RC-H - Selected Balance Sheet Items for Domestic Offices, Total amortized cost of held-to-maturity securities (RCON1754) and a fraction of total fair value of available-for-sale securities (RCON1773), where the fraction is calculated from schedule RC-B - Securities, as the ratio of Amortized Cost to Fair Value of Total Securities (RCFD1772 divided by RCFD1773); plus, schedule RC - Balance Sheet, Federal funds sold (series RCONB987) and Securities purchased under agreements to resell (series RCONB989, which is found on schedule RC-H - Selected Balance Sheet Items for Domestic Offices for FFIEC 031 reporters); plus, schedule RC - Balance Sheet, Premises and fixed assets (including capitalized leases) (series RCON2145 for FFIEC 041 and FFIEC 051 reporters and a percentage of RCFD2145 for FFIEC 031 reporters); plus, schedule RC - Balance Sheet, Direct and indirect investments in real estate ventures (series RCON3656 for FFIEC 041 and FFIEC 051 reporters and a percentage of RCFD3656 for FFIEC 031 reporters); plus, schedule RC - Balance Sheet, Intangible assets (RCON2143, and a percentage of RCFD2143 for FFIEC 031 reporters) and Other assets (series RCON2160 for FFIEC 041 and FFIEC 051 reporters and a percentage of series RCFD2160 for FFIEC 031 reporters); plus, schedule RC-C - Loans and Lease Financing Receivables, Total gross loans and leases (sum of series RCON2122 and RCON2123); less a market to book value adjustment on loans measured at fair value calculated as the difference between Memoranda, Loans measured at fair value (for FFIEC 041 and FFIEC 051 reporters, sum of series RCONHT87, RCONHT88, RCONF585, RCONHT89, and RCONF589; and for FFIEC 031 reporters, the ratio total loans of domestic offices, RCON2122 to the total loans of the consolidated bank, RCFD2122 times the sum of: RCFDHT87, RCFDHT88, RCFDF585, RCFDHT89, and RCFDF589), and the Unpaid principal balance of loans measured at fair value (for FFIEC 041 and FFIEC 051 reporters: sum of series RCONHT91, RCONHT92, RCONF597, RCONHT93, and RCONF601; and for FFIEC 031 reporters, the ratio total loans of domestic offices, RCON2122 to the total loans of the consolidated bank, RCFD2122 times the sum of: RCFDHT91, RCFDHT92, RCFDF597, RCFDHT93, and RCFDF601); plus, schedule RC-D - Trading Assets and Liabilities, Total trading assets (series RCON3545) less a market to book value adjustment on loans measured at fair value calculated as the difference between Loans measured at fair value (for FFIEC 041 and FFIEC 051 reporters, sum of series RCONHT63, RCONHT64, RCONF614, RCONHT65, and RCONF618; and for FFIEC 031 reporters, RCFDHT63, RCFDHT64, RCFDF614, RCFDHT65, and RCFDF618, less the loan share, estimated at 7 percent, of Total trading assets at foreign offices (RCFD3545 less RCON3545)) and the Unpaid principal balance of loans measured at fair value (for FFIEC 041 and FFIEC 051 reporters, sum of series RCONHT66, RCONHT67, RCONF632, RCONHT68, and RCONF636; and for FFIEC 031 reporters, RCFDHT66, RCFDHT67, RCFDF632, RCFDHT68, and RCFDF636, less the loan share, estimated at 7 percent, of Total trading assets at foreign offices (RCFD3545 less RCON3545)); plus, for FFIEC 041 and FFIEC 051 reporters, schedule RC-M - Memoranda, Total other real estate owned (series RCON2150), and for FFIEC 031 reporters, schedule RC-M - Memoranda, Total other real estate owned (series RCFD2150) less Other real estate owned in foreign offices (RCFN5513); plus schedule RC - Balance Sheet, Investments in unconsolidated subsidiaries and associated companies (series RCON2130 for FFIEC 041 and FFIEC 051 reporters and a percentage of RCFD2130 for FFIEC 031 reporters); plus, for FFIEC 031 reporters, schedule RC-H - Selected Balance Sheet Items for Domestic Offices, Net due from own foreign offices, Edge and Agreement subsidiaries, and IBFs (series RCON2163). The aforementioned percentage used for some items of FFIEC 031 reporters is calculated as the ratio of schedule RC-H, Selected Balance Sheet Items in Domestic Offices, Total Assets (series RCON2192) to schedule RC - Balance Sheet, Total Assets (series RCON2170). Other volume changes reflect charge-offs on home mortgage loans beginning 2007:Q1. Gross charge-offs on home mortgage loans data are available from the Reports of Condition.

Last edited on: 03/04/2019
Derived from:
FOF CodeDescription
+ FL764090760.QU.S.-chartered depository institutions; total assets (Call Report)
+ FU764090760.QU.S.-chartered depository institutions; total assets (Call Report)
+ FR764090760.QU.S.-chartered depository institutions; total assets (Call Report)
+ FV764090760.QU.S.-chartered depository institutions; total assets (Call Report)

Used in:
FOF CodeDescription
+ FL763093005.QU.S.-chartered depository institutions, including IBFs; unidentified miscellaneous assets
+ FL763193005.QU.S.-chartered depository institutions, including IBFs; unidentified miscellaneous liabilities
+ LM764090760.QU.S.-chartered depository institutions; total assets (Call Report)