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 P206

VALUE AT RISK (VAR) WITH MULTIPLIERS

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACAP206	2014-09-30	2017-06-30	Yes	FR Y-14A
CACGP206	2014-09-30	2017-06-30	Yes	FR Y-14A
CQACP206	2013-09-30	2014-06-30	Yes	FR Y-14Q
CQCAP206	2014-06-30	2019-09-30	Yes	FR Y-14Q
CQCCP206	2014-06-30	2019-09-30	Yes	FR Y-14Q
CQCGP206	2013-09-30	2019-09-30	Yes	FR Y-14Q

Data Description:

BHC-wide 10-day value-at-risk (VaR) inclusive of all sources of risks that are included in the value-at-risk calculation. The reported value-at-risk should reflect actual multipliers as of the reporting date.

Last update: Jun 12, 2024