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Micro Data Reference Manual

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Data Dictionary

Item Number R603

UNSTRESSED EXPOSURE MTM BY ASSET CATEGORY - HYBRIDS MTM

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACSR603	2015-09-30	9999-12-31	Yes	FR Y-14Q

Data Description:

Report the unstressed and stressed mark-to-market exposure amounts for the following categories of derivatives: Vanilla Interest Rate Derivatives, Vanilla FX Derivatives, Vanilla Commodity (Cash) Derivatives, Vanilla Equity Derivatives, Structured Interest Rate Derivatives, Flow Exotic and Structured FX Derivatives, Other Cash & Physical Commodity, Other (Single Name) Credit Derivatives, Structured (Multi-Name) Credit Derivatives, Exotic Equity Derivatives, Hybrids, Structured Products (MBS, ABS), Other (provide details, breakdown)

Last update: May 20, 2024