Board of Governors of the Federal Reserve System

Data Dictionary

Item Number 3433

Call confidentiality applies to FFIEC 031/041.

Data Description:

NOTE:

Beginning 3/31/01, for series RCFD and RCON report in column A the amount of securities lent reported in Schedule RC-L, item 6. Reported in Schedules HC-L and RC-R for the FFIEC 031 and 041 reports.

Includes the book value of all securities lent against collateral (other than cash) or on an uncollateralized basis. In addition, for customers who have been indemnified against any losses by the reporting bank or bank holding company or its consolidated subsidiaries, the market value as of the report date of such customers' securities, including customers' securities held in the reporting bank's trust department, that have been lent is reported. If the reporting bank or bank holding company or its consolidated subsidiaries has indemnified their customers against any losses on their securities that have been lent by the bank or company or its subsidiaries, the commitment to indemnify -- either through a standby letter of credit or other means -- is not reported in any other item on Schedule RC-L, (Schedule HC-F for the FR Y-9C report).

Beginning 3/31/01, for the FR Y-9C (BHCK), report in column A the amount of securities lent reported in Schedule HC-L, item 6.

In column B, report 100 percent of the face amount reported in column A.

In column C-0% risk weight, include the credit equivalent amount of securities lent that is supported by the appropriate amount of collateral that qualifies for the zero percent risk weight under the risk based capital guidelines (refer to these guidelines for the specific qualifying criteria).

In column D-20% risk weight, include the credit equivalent amount of securities lent that is supported by the appropriate amount of collateral that qualifies for the 20 percent risk weight under the risk based capital guidelines (refer to these guidelines for specific qualifying criteria). Also include the credit equivalent amount of securities lent that represents claims on U.S. and other OECD depository institutions (and claims on non-OECD depository institutions for securities lent with remaining maturities of one year or less).

In column F-100% risk weight, include the portion of the credit equivalent amount reported in column B that is not included in columns C through E.

Reported in Schedule HC-R for the FR Y-9C (BHCK) report.

For the UBPR series, the FDIC's Data Element name is H-SECLENT

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: SECLFV Formula:

SECLFV=IF DT ge 20010331 THEN SECLFV = RCFD3433/1000;