Data Dictionary
Item Number J162
LESS CERTAIN FAILED CAPITAL MARKETS TRANSACTIONS (50 PERCENT OF DEDUCTIONS PLUS ANY TIER 2 CARRYOVER)Call confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| AAABJ162 | 2008-03-31 | 2013-12-31 | Yes | FFIEC 101 |
| AAATJ162 | 2008-03-31 | 2010-12-31 | Yes | FFIEC 101 |
| CASEJ162 | 2013-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CPSEJ162 | 2013-09-30 | 2014-03-31 | Yes | FR Y-14A |
Data Description:
AAAB:
Report in this item 50% of the current market value of the deliverables owed to the banking organization for non-delivery-versus-payment (non-DvP) and non-payment-versus-payment (non-PvP) transactions (with a normal settlement period) where the banking organization has not received the deliverables by the fifth business day after counterparty delivery was due.
AAAT:
Deduct in this item 50% of your exposure on certain unsettled and failed transactions (50 percent from tier 1 and 50 percent from tier 2). These transactions include non-delivery-versus-payment (non DvP) and non-payment-versus-payment (non-PvP) transactions (with a normal settlement period) where the thrift has not received the deliverables by the fifth business day after counterparty delivery was due. In these instances, the thrift must deduct the current market value of the deliverables owed to the thrift 50 percent from tier 1 and 50% from tier 2 capital. (See item 21).
If the amount deductible from tier 2 capital exceeds the thrift's actual tier 2 capital, the thrift would deduct the excess from tier 1 capital.