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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 R568

EXPOSURE MTM VALUES - STRESSED EXPOSURE MTM FR SCENARIO (ADVERSE)

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACSR568	2015-09-30	2019-09-30	Yes	FR Y-14Q

Data Description:

The mark-to-market value based on the full revaluation of all derivatives under the agreement, as revalued according to the supervisory global market shock scenarios, not including collateral. This could be a positive or negative value.

Last update: Jun 12, 2024