Board of Governors of the Federal Reserve System

The Federal Reserve, the central bank of the United States, provides the nation with a safe, flexible, and stable monetary and financial system.

Micro Data Reference Manual

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FAIR VALUE OPTION LOAN CS01 PROFIT AND LOSS ($K/BP)

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CTRDT103	2014-09-30	9999-12-31	Yes	FR Y-14Q

Data Description:

CS01 - The sensitivity of the portfolio to 1 bp adjustment to credit spreads