Data Dictionary
Item Number M342
DERIVATIVES AND OFF-BALANCE SHEET ITEMS: NOTIONAL AMOUNT OF OFF-BALANCE-SHEET ITEMS WITH A 0% CREDIT CONVERSION FACTOR (CCF)Call confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| RISIM342 | 2020-06-30 | 9999-12-31 | No | FR Y-15 |
| RISKM342 | 2012-12-31 | 2013-12-31 | Yes | FR Y-15 |
| RISKM342 | 2014-12-31 | 9999-12-31 | No | FR Y-15 |
| RISOM342 | 2020-06-30 | 9999-12-31 | No | FR Y-15 |
Data Description:
Report off-balance sheet items that would be assigned a 0% credit conversion factor as defined in the standardized approach to credit risk in the Basel II framework. That is, commitments that are unconditionally cancellable at any time by the bank without prior notice (UCC), or that effectively provide for automatic cancellation due to deterioration in a borrower's creditworthiness (see paragraph 83 and footnote 33 of the Basel II framework, www.bis.org/publ/bcbs128.pdf). Note that items 2(c)(1) and 2(c)(2) do not total item 2(c) since the latter includes commitments that effectively provide for automatic cancellation due to deterioration in a borrower's creditworthiness but that are not UCC.