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Data Dictionary

Item Number P207

STRESSED VALUE-AT-RISK (VAR) WITH MULTIPLIERS

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACAP207	2014-09-30	2017-06-30	Yes	FR Y-14A
CACGP207	2014-09-30	2017-06-30	Yes	FR Y-14A
CQACP207	2013-09-30	2014-06-30	Yes	FR Y-14Q
CQCAP207	2014-06-30	2019-09-30	Yes	FR Y-14Q
CQCCP207	2014-06-30	2019-09-30	Yes	FR Y-14Q
CQCGP207	2013-09-30	2019-09-30	Yes	FR Y-14Q

Data Description:

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

Last update: Jun 12, 2024