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Micro Data Reference Manual

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Data Dictionary

Item Number H077
RATES VEGA: INTEREST RATE LOGNORMA/NORMAL VEGAS

Call confidentiality applies to FFIEC 031/041.

Series Start Date End Date Confidential? Reporting Forms
CTRDH077 2014-09-30 9999-12-31 Yes FR Y-14Q

Data Description:

($MM/+10 bps shift or 10% relative change)

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Last update: May 20, 2024