Data Dictionary
Item Number M347
DERIVATIVES AND OFF-BALANCE SHEET ITEMS: NOTIONAL AMOUNT OF OFF-BALANCE-SHEET ITEMS WITH A 100% CCFCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| RISIM347 | 2020-06-30 | 9999-12-31 | No | FR Y-15 |
| RISKM347 | 2012-12-31 | 2013-12-31 | Yes | FR Y-15 |
| RISKM347 | 2014-12-31 | 9999-12-31 | No | FR Y-15 |
| RISOM347 | 2020-06-30 | 9999-12-31 | No | FR Y-15 |
Data Description:
Report off-balance sheet items that would be assigned a 100% credit conversion factor as defined in the standardized approach to credit risk (see paragraphs 83(i), 83 (ii), 84 and 84(i) of the Basel II framework). This includes liquidity facilities and other commitments to securitizations incorporating the changes according to the Enhancements. OBS exposures to originated securitizations should be included only if the securitizations have met the accounting criteria for derecognition (to avoid double counting).