Data Dictionary
Item Number K090
IMPACT ON TRADING REVENUE OF CHANGES IN THE CREDITWORTHINESS OF THE BANK'S DERIVATIVES COUNTERPARTIES ON THE BANK'S DERIVATIVE ASSETS (INCLUDED IN MEMORANDUM ITEMS 8.A. THROUGH 8.E ABOVE)Call confidentiality applies to FFIEC 031/041.
Series | Start Date | End Date | Confidential? | Reporting Forms |
---|---|---|---|---|
BHCKK090 | 2011-03-31 | 9999-12-31 | No | FR Y-9C |
RIADK090 | 2011-03-31 | 2016-12-31 | No | Multiple Forms |
Data Description:
Report in this item the amount included in the trading revenue reported in Schedule RI, Memorandum items 8.a through 8.e, above that resulted from changes during the calendar year-to-date in the bank's credit valuation adjustments (CVA). A CVA is the adjustment to the fair value of derivatives that accounts for possible nonperformance of the bank's derivatives counterparties. It is an estimate of the fair value of counterparty credit risk.