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Micro Data Reference Manual

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Data Dictionary

Item Number R576

COLLATERAL MTM VALUES - STRESSED CASH COLLATERAL MTM FR SCENARIO (SEVERELY ADVERSE)

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACSR576	2015-09-30	9999-12-31	Yes	FR Y-14Q

Data Description:

For non-CCP legal entities, the mark-to-market value of the cash collateral reported in column Total Unstressed MtM Cash Collateral (non-CCPs) as revalued under the supervisory global market shock scenarios. For CCP legal entities, the mark-to-market value of the cash initial margin and non-USD cash variation margin, as revalued under the supervisory global market shock scenarios.

Last update: May 20, 2024