Data Dictionary
Item Number C581
100% RISK-WEIGHT: SECURITIES RISK WEIGHTED AT 100% UNDER THE RATINGS-BASED APPROACHCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| SVCCC581 | 2004-03-31 | 2011-12-31 | No | OTS 1313 |
Data Description:
Include on this line:
1. Asset-backed securities or exposures eligible for 100% risk weight under the ratings-based approach. Example: "BBB" rated.
2. Also include asset-backed securities or exposures that receive a 200% risk weight under the ratings-based approach. Example: "BB" rated. For these 200% risk weight items, you must first multiply the balance by 2 (two).
Note: Only a limited set of asset-backed securities and other exposures arising from securitization activities qualify for this risk weighting, and these must meet all of the requirements of the ratings-based approach. Refer to 12 CFR 567.6(b)(3).
NOTE:
Reported on Schedule CCR for the SVGL report.