Data Dictionary
Item Number 1651
AMOUNTS USED IN CALCULATING REGULATORY CAPITAL RATIOS MARKET RISK EQUIVALENT ASSETSCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGR1651 | 2001-03-31 | 9999-12-31 | No | |
| BHCK1651 | 1998-03-31 | 2014-12-31 | No | FR Y-9C |
| CASA1651 | 2014-09-30 | 2019-12-31 | Yes | FR Y-14A |
| CASG1651 | 2014-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CASS1651 | 2014-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CBPA1651 | 2015-12-31 | 2019-12-31 | Yes | FR Y-14A |
| CBPG1651 | 2015-12-31 | 2015-12-31 | Yes | FR Y-14A |
| CBPP1651 | 2015-12-31 | 2015-12-31 | Yes | FR Y-14A |
| CPSA1651 | 2014-09-30 | 2019-12-31 | Yes | FR Y-14A |
| CPSG1651 | 2014-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CPSS1651 | 2014-09-30 | 2015-12-31 | Yes | FR Y-14A |
| RCFD1651 | 1998-03-31 | 2014-12-31 | No | FFIEC 031 |
| RCON1651 | 1998-03-31 | 2014-12-31 | No | Multiple Forms |
| UBPR1651 | 1998-03-31 | 9999-12-31 | No |
Data Description:
Reported is the amount of the bank's market risk equivalent assets. This item is applicable to banks that are subject to the market risk capital guidelines. Market risk equivalent assets equals the bank's measure for market risk multiplied by 12.5. Banks should refer to the capital guidelines of their primary federal supervisory authority for specific instructions on the calculation of the measure for market risk. For the "BHCK" series this item is applicable only to bank holding companies that are subject to the market risk guidelines. All other bank holding companies should report zero in this item. Market risk equivalent assets equal the bank holding company's measure for market risk multiplied by 12.5. Bank holding companies should refer to the Federal Reserve's capital guidelines for specific instructions on the calculation of the measure for market risk. NOTE: Beginning 3/31/01, reported on Schedule HC-R for the FR Y-9C (BHCK) report. Prior to 3/31/01, reported on Schedule HC-I, Part III for the FR Y-9C report. Also reported on a consolidated basis only by the top-tier bank holding company when the total consolidated assets of the company are $150 million or more. To be completed only by banks that file the FFIEC 031 or 032 report forms. Reported on Schedule RC-R of the FFIEC 031 and 032 reports. For the UBPR series, the FDIC's Data Element name is H-MKTRSKASET This variable is used by the FDIC and OCC in the process to generate the UBPR in the Central Data Repository (CDR). The Board does NOT store this MDRM within the UBPR series tables in the Board's Financial Data Repository (FDR). BAGR Original Variable name: MREARW Formula: MREARW=IF DT ge 20010331 THEN MREARW = RCFD1651/1000;