Board of Governors of the Federal Reserve System

Data Dictionary

Item Number 6614

Call confidentiality applies to FFIEC 031/041.

Data Description:

Includes all debt and equity investments in the bank holding company's securities affiliate. In addition, included are any loans to or receivables (e.g., cash and due from or accrued tax receivables) due from that subsidiary. Also includes securities purchased under agreements to resell from the holding company's securities affiliate.

The amount reported in this item equals the amount of capital of the securities underwriting subsidiary, i.e., equity capital and subordinated debt issued by the subsidiary and held by the holding company or its consolidated subsidiaries, as well as any other intercompany assets due from that underwriting subsidiary to the parent holding companies, and its banking and nonbanking subsidiaries. These amounts corresponds to amounts reported on the Financial Statements for a Bank Holding Company Subsidiary Engaged in Ineligible Securities Underwriting and Dealing (FR Y-20).

The mnemonic prefixes for the risk weight columns represents the following:

   BHC0   = (Column A) 0%

   BHC2   = (Column B) 20%

   BHC5   = (Column C) 50%

   BHC9   = (Column D) 100%

For a detailed description of the broad categories of transactions that are assigned to each risk weight category (columns A through D) established by the Risk-Based Guidelines, see the Instructions for Preparation of Reporting Form FR Y-9C Schedule HC-I. If a bank holding company has not established the systems to determine the risk weight(s) applicable for a transaction, it has the option of risk-weighting that transaction at 100%. This schedule (Schedule HC-J) is completed in conjunction with Schedule HC-I.

NOTE:

Reported by bank holding companies with Section 20 Securities Affiliates.