Board of Governors of the Federal Reserve System

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Micro Data Reference Manual

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CREDIT QUALITY AND CDS HEDGES - 5Y CDS STRESSED SPREAD FR SCENARIO (SEVERELY ADVERSE)

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACSR586	2015-09-30	9999-12-31	Yes	FR Y-14Q

Data Description:

The five-year CDS spread as stressed under the supervisory global market shock scenarios.

Last update: May 20, 2024