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Data Dictionary

Item Number P210

CORRELATION TRADING: COMPREHENSIVE RISK MEASUREMENT (CRM), BEFORE APPLICATION OF SURCHARGE

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACAP210	2014-09-30	2017-06-30	Yes	FR Y-14A
CACGP210	2014-09-30	2017-06-30	Yes	FR Y-14A
CQACP210	2013-09-30	2014-06-30	Yes	FR Y-14Q
CQCAP210	2014-06-30	2019-09-30	Yes	FR Y-14Q
CQCCP210	2014-06-30	2019-09-30	Yes	FR Y-14Q
CQCGP210	2013-09-30	2019-09-30	Yes	FR Y-14Q

Data Description:

Risk-weighted asset (RWA) equivalent for exposures in the correlation trading portfolio which are subject to the comprehensive risk measurement, before the application of the 8% surcharge based on the standardized measurement method.

Last update: Jun 12, 2024