Board of Governors of the Federal Reserve System

The Federal Reserve, the central bank of the United States, provides the nation with a safe, flexible, and stable monetary and financial system.

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Data Dictionary

Item Number 5960

RATE SHOCK +100 - MORTGAGE DERIVATIVE SECURITIES

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
SCMR5960	1993-03-31	2000-12-31	Yes	OTS 1313

Data Description:

Includes the estimated aggregate market value of mortgage-derivative securities, shocked interest rate in basis points of plus 100.

NOTE:

This item is reported as confidential.

Last update: May 20, 2024