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.

Micro Data Reference Manual

Zip

Please enable JavaScript if it is disabled in your browser or access the information through the links provided below.

About Data Dictionary Reports and Mnemonics Download MDRM

Data Dictionary

Item Number P213

CORRELATION TRADING; STANDARDIZED MEASUREMENT METHOD (100%) FOR EXPOSURES SUBJECT TO COMPREHENSIVE RISK MEASUREMENT (CRM) - NET SHORT

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACAP213	2014-09-30	2017-06-30	Yes	FR Y-14A
CACGP213	2014-09-30	2017-06-30	Yes	FR Y-14A
CQACP213	2013-09-30	2014-06-30	Yes	FR Y-14Q
CQCAP213	2014-06-30	2019-09-30	Yes	FR Y-14Q
CQCCP213	2014-06-30	2019-09-30	Yes	FR Y-14Q
CQCGP213	2013-09-30	2019-09-30	Yes	FR Y-14Q

Data Description:

100% of the risk-weighted asset (RWA) equivalent according to the standardized measurement method for net short exposures in the correlation trading portfolio which are subject to the comprehensive risk measurement.

Last update: Jun 12, 2024