Data Dictionary
Item Number R605
UNSTRESSED EXPOSURE MTM BY ASSET CATEGORY - OTHER MTM (PROVIDE DETAILS, BREAKDOWN)Call confidentiality applies to FFIEC 031/041.
Series | Start Date | End Date | Confidential? | Reporting Forms |
---|---|---|---|---|
CACSR605 | 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)