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 K094

IMPACT ON TRADING REVENUE OF CHANGES IN THE CREDITWORTHINESS OF THE BANK ON THE BANK'S DERIVATIVE LIABILITIES (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
BHCKK094	2011-03-31	9999-12-31	No	FR Y-9C
RIADK094	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 debit valuation adjustment (DVA). A DVA is the adjustment to the fair value of derivatives that accounts for possible nonperformance of the bank. It is an estimate of the fair value of the bank's own credit risk to its counterparties.