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 N853

RWA OF OTC DERIVATIVES - NO CROSSPRODUCT NETTING - COLLATERAL REFLECTED IN LGD

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACAN853	2014-09-30	2017-06-30	Yes	FR Y-14A
CASAN853	2013-09-30	2019-12-31	Yes	FR Y-14A
CBPAN853	2015-12-31	2019-12-31	Yes	FR Y-14A
CPSAN853	2013-09-30	2019-12-31	Yes	FR Y-14A
CQACN853	2014-09-30	2019-09-30	Yes	FR Y-14Q
CQCAN853	2014-09-30	2019-09-30	Yes	FR Y-14Q

Data Description:

This item is defined by the MDRM code AABGJ134 from the FFIEC 101 report per the current advanced approaches capital rules (72 Federal Register 69288, December 7, 2007) for reporting periods through 4Q2013 and per under the advanced approaches of the revised regulatory capital rule (July 2013) for reporting periods 1Q2014 and onward.

Last update: Jun 12, 2024